+15,200.7%
NVDA vs TXT
+100.3%
+15,100.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | -0.3% | +0.8% | -1.2% | -0.7% |
| 30D | +2.8% | -10.4% | +13.3% | +8.3% |
| 3M | +7.4% | -14.3% | +21.8% | +15.0% |
| 6M | +22.6% | -15.1% | +37.7% | +30.9% |
| YTD | +20.1% | -8.3% | +28.4% | +22.4% |
| 1Y | +31.2% | -0.7% | +31.9% | +27.8% |
| 3Y | +391.7% | +6.0% | +385.7% | +348.2% |
| 5Y | +911.9% | +12.5% | +899.4% | +809.2% |
| 10Y | +15,200.7% | +103.2% | +15,097.5% | +10,652.1% |
| All | +15,200.7% | +100.3% | +15,100.4% | +10,652.1% |
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