+514.0%
NOW vs TXT
+89.4%
+424.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | -27.0% | +13.3% | -40.3% | -30.9% |
| 3M | -19.6% | -5.0% | -14.7% | -19.6% |
| 6M | +17.5% | -8.4% | +25.9% | +18.1% |
| YTD | -33.3% | -4.0% | -29.3% | -34.9% |
| 1Y | -39.8% | +2.8% | -42.6% | -42.9% |
| 3Y | -19.9% | +10.3% | -30.2% | -27.3% |
| 5Y | -26.1% | +9.2% | -35.2% | -33.2% |
| All | +514.0% | +89.4% | +424.6% | +397.7% |
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