+405.4%
TXG vs NTR
+36.7%
+368.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +3.7% |
| 7D | -19.3% | +4.3% | -23.6% | -19.0% |
| 30D | -30.9% | +2.6% | -33.5% | -30.7% |
| 3M | +41.1% | +8.5% | +32.6% | +41.9% |
| 6M | +211.9% | -3.3% | +215.2% | +217.8% |
| YTD | +314.0% | +19.6% | +294.4% | +319.9% |
| 1Y | +405.4% | +37.6% | +367.8% | +369.1% |
| All | +405.4% | +36.7% | +368.7% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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