-99.1%
NVD vs TXT
+4.9%
-104.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.3% | +4.0% |
| 7D | +9.0% | -0.2% | +9.3% | +8.9% |
| 30D | -5.5% | -10.2% | +4.8% | -11.0% |
| 3M | -24.6% | -13.3% | -11.4% | -30.1% |
| 6M | -42.1% | -14.4% | -27.7% | -46.5% |
| YTD | -44.3% | -9.1% | -35.2% | -46.2% |
| 1Y | -54.2% | -2.2% | -52.0% | -53.1% |
| 3Y | -99.1% | +5.1% | -104.2% | -98.9% |
| All | -99.1% | +4.9% | -104.0% | -98.9% |
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