+433,968.7%
NVDA vs TXT
+218.3%
+433,750.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -12.7% | +0.1% | -12.9% | -12.9% |
| 30D | -26.4% | +13.3% | -39.8% | -30.7% |
| 3M | -27.6% | -5.0% | -22.7% | -26.7% |
| 6M | -27.7% | -8.4% | -19.3% | -26.0% |
| YTD | -12.5% | -4.0% | -8.5% | -13.2% |
| 1Y | -12.6% | +2.8% | -15.4% | -16.0% |
| 3Y | +235.9% | +10.3% | +225.7% | +206.9% |
| 5Y | +438.2% | +9.2% | +429.1% | +404.2% |
| 10Y | +7,445.8% | +89.6% | +7,356.2% | +5,054.8% |
| All | +433,968.7% | +218.3% | +433,750.4% | +130,885.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling