-9.8%
NVDA vs TXT
+4.6%
-14.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.8% |
| 7D | -13.2% | -0.8% | -12.4% | -13.1% |
| 30D | -23.2% | +13.4% | -36.6% | -23.0% |
| 3M | -20.0% | -2.5% | -17.5% | -19.6% |
| 6M | -20.6% | -6.2% | -14.5% | -20.3% |
| YTD | -6.6% | -1.3% | -5.3% | -5.6% |
| 1Y | -9.8% | +4.3% | -14.2% | -8.8% |
| All | -9.8% | +4.6% | -14.5% | -8.8% |
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