-59.4%
TXG vs NTRS
+93.2%
-152.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.3% | +2.4% |
| 7D | +9.5% | +1.4% | +8.1% | +8.2% |
| 30D | +18.8% | -0.7% | +19.4% | +18.9% |
| 3M | +136.1% | +11.3% | +124.8% | +114.5% |
| 6M | +235.2% | +35.5% | +199.7% | +157.2% |
| YTD | +320.5% | +40.6% | +279.9% | +211.9% |
| 1Y | +425.2% | +49.2% | +376.0% | +268.8% |
| 3Y | +42.9% | +167.2% | -124.3% | -39.0% |
| All | -59.4% | +93.2% | -152.6% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling