+1,065.2%
NRG vs TXT
+107.7%
+957.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.7% |
| 7D | -4.7% | +2.5% | -7.1% | -5.6% |
| 30D | -6.0% | -8.9% | +2.9% | -2.5% |
| 3M | -8.0% | -13.6% | +5.6% | -3.0% |
| 6M | -23.2% | -13.1% | -10.1% | -19.2% |
| YTD | -28.1% | -7.0% | -21.0% | -26.5% |
| 1Y | -27.3% | -1.4% | -25.9% | -27.6% |
| 3Y | +208.7% | +7.0% | +201.7% | +193.5% |
| 5Y | +197.7% | +15.4% | +182.2% | +169.8% |
| All | +1,065.2% | +107.7% | +957.4% | +653.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling