+155.8%
NBIS vs TXT
-2.2%
+158.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.8% |
| 7D | +8.3% | -0.2% | +8.5% | +8.4% |
| 30D | +18.1% | -10.2% | +28.3% | +23.2% |
| 3M | +7.8% | -13.3% | +21.0% | +13.8% |
| 6M | +136.6% | -14.4% | +150.9% | +147.1% |
| YTD | +172.5% | -9.1% | +181.6% | +174.6% |
| All | +155.8% | -2.2% | +158.0% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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