+5,678.5%
NI vs TXT
+2,196.3%
+3,482.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +12.4% | +13.3% | -1.0% | +9.5% |
| 3M | +10.2% | -5.0% | +15.1% | +11.1% |
| 6M | -0.8% | -8.4% | +7.6% | +0.5% |
| YTD | +13.2% | -4.0% | +17.2% | +13.3% |
| 1Y | +10.1% | +2.8% | +7.3% | +8.7% |
| 3Y | +103.1% | +10.3% | +92.8% | +95.4% |
| 5Y | +115.5% | +9.2% | +106.4% | +105.5% |
| 10Y | +195.5% | +89.6% | +105.9% | +139.8% |
| All | +5,678.5% | +2,196.3% | +3,482.2% | +2,641.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling