+504.6%
NOW vs TXT
+115.3%
+389.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.1% |
| 7D | -3.1% | -3.5% | +0.5% | -2.0% |
| 30D | -27.0% | +15.2% | -42.2% | -31.3% |
| 3M | -17.7% | -4.5% | -13.2% | -17.7% |
| 6M | +12.7% | -6.1% | +18.8% | +12.5% |
| YTD | -32.9% | -2.0% | -31.0% | -35.0% |
| 1Y | -40.4% | +4.2% | -44.6% | -43.6% |
| 3Y | -17.1% | +14.4% | -31.5% | -25.6% |
| 5Y | -25.7% | +12.3% | -38.0% | -33.4% |
| 10Y | +504.6% | +101.8% | +402.8% | +414.8% |
| All | +504.6% | +115.3% | +389.3% | +414.8% |
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