+90.2%
NTR vs TXT
+44.0%
+46.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.3% |
| 7D | -1.3% | +2.5% | -3.8% | -2.3% |
| 30D | +16.8% | -8.9% | +25.6% | +21.1% |
| 3M | +20.7% | -13.6% | +34.3% | +27.2% |
| 6M | +0.5% | -13.1% | +13.6% | +5.1% |
| YTD | +29.2% | -7.0% | +36.2% | +30.2% |
| 1Y | +39.6% | -1.4% | +41.0% | +36.7% |
| 3Y | +37.9% | +7.0% | +30.9% | +26.8% |
| 5Y | +47.1% | +15.4% | +31.7% | +28.2% |
| All | +90.2% | +44.0% | +46.2% | +34.7% |
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