+330.4%
TXG vs NTRS
+37.4%
+293.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.7% | -10.3% | -11.3% |
| 7D | -28.8% | -0.9% | -27.9% | -27.8% |
| 30D | -28.0% | +1.1% | -29.2% | -27.8% |
| 3M | +22.3% | -6.6% | +28.9% | +27.4% |
| 6M | +163.8% | +7.1% | +156.7% | +149.5% |
| YTD | +256.0% | +27.4% | +228.6% | +182.4% |
| 1Y | +330.4% | +36.5% | +293.9% | +216.1% |
| All | +330.4% | +37.4% | +293.0% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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