+92.9%
NTRS vs TXT
+14.1%
+78.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | -0.1% |
| 7D | +1.4% | +2.5% | -1.1% | 0.0% |
| 30D | -0.7% | -8.9% | +8.2% | +4.3% |
| 3M | +11.3% | -13.6% | +24.9% | +19.5% |
| 6M | +35.5% | -13.1% | +48.6% | +44.5% |
| YTD | +40.6% | -7.0% | +47.6% | +43.2% |
| 1Y | +49.2% | -1.4% | +50.6% | +46.7% |
| 3Y | +167.2% | +7.0% | +160.3% | +140.7% |
| All | +92.9% | +14.1% | +78.8% | +62.4% |
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