+6.9%
NXT vs TXG
+406.9%
-400.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.4% | +7.7% | +10.7% |
| 7D | +30.0% | -19.3% | +49.2% | +33.7% |
| 30D | +28.6% | -30.9% | +59.5% | +34.5% |
| 3M | +8.4% | +41.1% | -32.7% | -1.8% |
| 6M | -8.7% | +211.9% | -220.6% | -25.1% |
| YTD | +22.5% | +314.0% | -291.5% | -2.9% |
| 1Y | +6.9% | +405.4% | -398.5% | -16.7% |
| All | +6.9% | +406.9% | -400.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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