+12.3%
NOW vs TXT
-5.6%
+17.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +2.4% |
| 7D | -5.6% | -0.8% | -4.7% | -6.2% |
| 30D | -26.8% | +13.4% | -40.2% | -17.3% |
| 3M | -19.4% | -2.5% | -16.9% | -12.8% |
| 6M | +12.3% | -6.2% | +18.5% | +21.6% |
| All | +12.3% | -5.6% | +17.9% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling