+18.3%
NOW vs TXT
+1.6%
+16.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -2.4% | -4.8% | +2.4% | -1.5% |
| 30D | +20.5% | -10.6% | +31.1% | +23.0% |
| 3M | +18.3% | -13.2% | +31.5% | +21.0% |
| 6M | +24.1% | -20.3% | +44.4% | +29.5% |
| YTD | -7.8% | -9.3% | +1.5% | -8.8% |
| 1Y | -21.4% | -2.7% | -18.7% | -24.7% |
| All | +18.3% | +1.6% | +16.7% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling