+37.6%
NTR vs TXT
+9.2%
+28.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.2% | +3.9% |
| 7D | +4.3% | +10.6% | -6.3% | +5.0% |
| 30D | +2.6% | +14.4% | -11.8% | +3.5% |
| 3M | +8.5% | -2.7% | +11.3% | +8.6% |
| 6M | -3.3% | -4.7% | +1.3% | -3.4% |
| YTD | +19.6% | -0.5% | +20.1% | +15.9% |
| 1Y | +37.6% | +8.7% | +28.9% | +26.4% |
| All | +37.6% | +9.2% | +28.4% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling