+118.0%
NOK vs TXT
-1.0%
+119.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.8% |
| 7D | -1.8% | -4.8% | +3.0% | -0.2% |
| 30D | +4.7% | -10.6% | +15.3% | +8.5% |
| 3M | -39.7% | -13.2% | -26.5% | -36.9% |
| 6M | +23.1% | -20.3% | +43.4% | +27.5% |
| YTD | +55.0% | -9.3% | +64.3% | +68.0% |
| 1Y | +118.0% | -2.7% | +120.7% | +135.5% |
| All | +118.0% | -1.0% | +119.0% | +135.5% |
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 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