+127.6%
NOK vs TXT
+103.1%
+24.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +8.7% | -0.2% | +8.9% | +8.8% |
| 30D | +12.5% | -10.2% | +22.7% | +16.5% |
| 3M | -20.7% | -13.3% | -7.5% | -17.2% |
| 6M | +36.2% | -14.4% | +50.5% | +43.0% |
| YTD | +64.1% | -9.1% | +73.2% | +68.7% |
| 1Y | +132.4% | -2.2% | +134.5% | +132.5% |
| 3Y | +182.9% | +5.1% | +177.8% | +171.9% |
| 5Y | +102.8% | +12.8% | +90.0% | +88.7% |
| All | +127.6% | +103.1% | +24.5% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling