+102.7%
NOK vs TXT
+13.4%
+89.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +9.3% | +0.8% | +8.5% | +9.0% |
| 30D | +17.9% | -10.4% | +28.3% | +23.3% |
| 3M | -22.3% | -14.3% | -8.0% | -17.4% |
| 6M | +36.4% | -15.1% | +51.5% | +45.6% |
| YTD | +66.3% | -8.3% | +74.6% | +71.5% |
| 1Y | +134.4% | -0.7% | +135.1% | +132.6% |
| 3Y | +186.6% | +6.0% | +180.6% | +165.8% |
| 5Y | +102.7% | +12.5% | +90.2% | +76.1% |
| All | +102.7% | +13.4% | +89.3% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling