+913.8%
NVDA vs TXT
+12.6%
+901.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.4% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +0.8% | -11.1% | +11.8% | +8.2% |
| 3M | +8.2% | -13.0% | +21.2% | +16.8% |
| 6M | +27.1% | -16.2% | +43.3% | +39.3% |
| YTD | +21.2% | -8.7% | +29.9% | +23.5% |
| 1Y | +34.3% | -3.8% | +38.1% | +30.6% |
| 3Y | +396.3% | +5.5% | +390.7% | +307.9% |
| 5Y | +913.8% | +12.3% | +901.5% | +673.3% |
| All | +913.8% | +12.6% | +901.2% | +673.3% |
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