-49.7%
NRG vs TXT
+9.2%
-58.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.3% | -12.3% | -13.1% |
| 7D | -13.7% | +10.6% | -24.4% | -16.4% |
| 30D | -13.6% | +14.4% | -28.0% | -17.3% |
| 3M | -28.5% | -2.7% | -25.8% | -27.4% |
| 6M | -45.8% | -4.7% | -41.1% | -44.3% |
| YTD | -46.9% | -0.5% | -46.4% | -45.5% |
| 1Y | -49.7% | +8.7% | -58.4% | -52.0% |
| All | -49.7% | +9.2% | -58.9% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling