+34.4%
NVDA vs TXT
-1.0%
+35.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +5.9% | -4.8% | +10.7% | +5.9% |
| 30D | +5.1% | -10.6% | +15.7% | +5.4% |
| 3M | +5.4% | -13.2% | +18.5% | +5.6% |
| 6M | +26.0% | -20.3% | +46.4% | +26.2% |
| YTD | +23.7% | -9.3% | +32.9% | +24.1% |
| 1Y | +34.4% | -2.7% | +37.1% | +35.0% |
| All | +34.4% | -1.0% | +35.4% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling