+63.5%
TXN vs NXT
+168.4%
-104.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.8% |
| 7D | +2.0% | -2.6% | +4.5% | +2.4% |
| 30D | -8.0% | -22.4% | +14.5% | -3.7% |
| 3M | -7.8% | -27.3% | +19.6% | -2.4% |
| 6M | +32.4% | -28.5% | +60.9% | +39.7% |
| YTD | +51.7% | -6.6% | +58.3% | +53.7% |
| 1Y | +44.3% | +20.4% | +23.9% | +40.1% |
| 3Y | +71.3% | +90.9% | -19.6% | +48.5% |
| All | +63.5% | +168.4% | -104.8% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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