+1,575.9%
NRG vs TXT
+264.1%
+1,311.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +9.3% | -0.2% | +9.5% | +9.3% |
| 30D | +1.3% | -11.1% | +12.3% | +5.0% |
| 3M | -6.0% | -13.0% | +7.0% | -2.1% |
| 6M | -22.0% | -16.2% | -5.8% | -17.8% |
| YTD | -24.1% | -8.7% | -15.4% | -22.4% |
| 1Y | -18.0% | -3.8% | -14.2% | -17.6% |
| 3Y | +220.0% | +5.5% | +214.5% | +210.2% |
| 5Y | +201.1% | +12.3% | +188.8% | +182.6% |
| 10Y | +1,085.1% | +97.4% | +987.7% | +783.8% |
| All | +1,575.9% | +264.1% | +1,311.8% | +893.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling