+167.2%
NTRS vs TXT
+7.0%
+160.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.1% |
| 7D | +1.4% | +2.5% | -1.1% | +0.3% |
| 30D | -0.7% | -8.9% | +8.2% | +3.4% |
| 3M | +11.3% | -13.6% | +24.9% | +18.1% |
| 6M | +35.5% | -13.1% | +48.6% | +43.0% |
| YTD | +40.6% | -7.0% | +47.6% | +42.6% |
| 1Y | +49.2% | -1.4% | +50.6% | +46.7% |
| 3Y | +167.2% | +7.0% | +160.3% | +142.1% |
| All | +167.2% | +7.0% | +160.2% | +142.1% |
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