+5,059.0%
NI vs TXT
+2,070.1%
+2,988.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | +2.0% | -4.8% | +6.8% | +3.0% |
| 30D | -3.5% | -10.6% | +7.1% | -1.4% |
| 3M | -9.1% | -13.2% | +4.1% | -6.7% |
| 6M | -11.8% | -20.3% | +8.5% | -8.1% |
| YTD | +1.1% | -9.3% | +10.3% | +2.5% |
| 1Y | +6.7% | -2.7% | +9.4% | +6.6% |
| 3Y | +71.1% | +1.4% | +69.7% | +67.7% |
| 5Y | +94.3% | +9.6% | +84.8% | +85.3% |
| 10Y | +135.8% | +94.9% | +40.9% | +90.7% |
| All | +5,059.0% | +2,070.1% | +2,988.9% | +2,379.0% |
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 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