+47.6%
NTR vs TXT
+10.7%
+36.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +17.0% | -10.2% | +27.2% | +21.3% |
| 3M | +22.2% | -13.3% | +35.4% | +27.5% |
| 6M | +5.2% | -14.4% | +19.5% | +9.8% |
| YTD | +29.7% | -9.1% | +38.8% | +31.1% |
| 1Y | +39.4% | -2.2% | +41.6% | +36.2% |
| 3Y | +38.2% | +5.1% | +33.1% | +26.3% |
| 5Y | +47.6% | +12.8% | +34.8% | +24.4% |
| All | +47.6% | +10.7% | +36.9% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling