+100.9%
NI vs TXT
+13.4%
+87.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +11.2% | +13.4% | -2.2% | +8.8% |
| 3M | +9.2% | -2.5% | +11.7% | +9.4% |
| 6M | -1.8% | -6.2% | +4.4% | -1.2% |
| YTD | +12.0% | -1.3% | +13.3% | +11.5% |
| 1Y | +6.4% | +4.3% | +2.1% | +4.9% |
| All | +100.9% | +13.4% | +87.5% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling