+499.2%
NOW vs TXT
+112.2%
+387.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -3.0% | -2.5% | -0.5% | -2.3% |
| 30D | -26.0% | +14.4% | -40.4% | -30.2% |
| 3M | -13.1% | -4.9% | -8.2% | -13.0% |
| 6M | +14.5% | -10.2% | +24.7% | +16.0% |
| YTD | -33.4% | -4.1% | -29.3% | -35.1% |
| 1Y | -40.6% | +4.0% | -44.6% | -43.9% |
| 3Y | -16.3% | +8.0% | -24.3% | -23.4% |
| 5Y | -26.3% | +8.4% | -34.8% | -33.3% |
| All | +499.2% | +112.2% | +387.0% | +413.5% |
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 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