-99.2%
NVD vs TXT
+5.5%
-104.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +2.1% |
| 7D | +0.5% | +0.8% | -0.3% | +0.9% |
| 30D | -9.3% | -10.4% | +1.2% | -14.7% |
| 3M | -22.1% | -14.3% | -7.7% | -28.2% |
| 6M | -45.8% | -15.1% | -30.7% | -50.3% |
| YTD | -46.7% | -8.3% | -38.4% | -48.3% |
| 1Y | -59.5% | -0.7% | -58.8% | -58.1% |
| All | -99.2% | +5.5% | -104.7% | -99.0% |
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