-99.1%
NVD vs TXT
+7.3%
-106.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +1.5% |
| 7D | +10.8% | +2.5% | +8.4% | +12.3% |
| 30D | +0.8% | -8.9% | +9.6% | -4.4% |
| 3M | -20.8% | -13.6% | -7.3% | -26.9% |
| 6M | -41.2% | -13.1% | -28.1% | -45.3% |
| YTD | -44.2% | -7.0% | -37.2% | -45.4% |
| 1Y | -54.2% | -1.4% | -52.8% | -53.0% |
| 3Y | -99.1% | +7.0% | -106.1% | -98.9% |
| All | -99.1% | +7.3% | -106.4% | -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 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