+25.8%
TXG vs NTR
+93.2%
-67.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.6% |
| 7D | +5.0% | -2.5% | +7.5% | +5.8% |
| 30D | +13.5% | +17.0% | -3.5% | +8.4% |
| 3M | +128.0% | +22.2% | +105.9% | +114.0% |
| 6M | +224.4% | +5.2% | +219.3% | +216.2% |
| YTD | +307.0% | +29.7% | +277.3% | +270.3% |
| 1Y | +427.2% | +39.4% | +387.8% | +365.6% |
| 3Y | +40.2% | +38.2% | +2.0% | +22.3% |
| 5Y | -64.0% | +47.6% | -111.6% | -70.0% |
| All | +25.8% | +93.2% | -67.3% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling