+193.5%
NRG vs TXT
+14.1%
+179.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.6% |
| 7D | -4.7% | +2.4% | -7.1% | -5.6% |
| 30D | -6.0% | -8.9% | +2.9% | -2.1% |
| 3M | -8.0% | -13.6% | +5.6% | -2.3% |
| 6M | -23.2% | -13.1% | -10.0% | -18.7% |
| YTD | -28.1% | -7.0% | -21.0% | -26.4% |
| 1Y | -27.3% | -1.4% | -25.8% | -27.7% |
| 3Y | +208.7% | +6.9% | +201.7% | +187.1% |
| All | +193.5% | +14.1% | +179.4% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling