+30.0%
TXG vs NTR
+92.5%
-62.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | +9.5% | -1.3% | +10.8% | +9.9% |
| 30D | +18.8% | +16.8% | +2.0% | +13.5% |
| 3M | +136.1% | +20.7% | +115.4% | +122.3% |
| 6M | +235.2% | +0.5% | +234.7% | +231.5% |
| YTD | +320.5% | +29.2% | +291.4% | +283.0% |
| 1Y | +425.2% | +39.6% | +385.6% | +363.6% |
| 3Y | +42.9% | +37.9% | +5.0% | +24.8% |
| 5Y | -62.8% | +47.1% | -109.9% | -69.0% |
| All | +30.0% | +92.5% | -62.4% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling