+822.5%
NOW vs TXT
+97.6%
+725.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -2.4% | -4.8% | +2.4% | -0.8% |
| 30D | +20.5% | -10.6% | +31.1% | +25.0% |
| 3M | +18.3% | -13.2% | +31.5% | +23.2% |
| 6M | +24.1% | -20.3% | +44.4% | +32.0% |
| YTD | -7.8% | -9.3% | +1.5% | -7.0% |
| 1Y | -21.4% | -2.7% | -18.7% | -23.0% |
| 3Y | +19.5% | +1.4% | +18.2% | +13.4% |
| 5Y | +4.1% | +9.6% | -5.5% | -4.5% |
| All | +822.5% | +97.6% | +725.0% | +608.2% |
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