+613,227.1%
NVDA vs TXT
+200.8%
+613,026.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +5.9% | -4.8% | +10.7% | +8.1% |
| 30D | +5.1% | -10.6% | +15.7% | +10.1% |
| 3M | +5.4% | -13.2% | +18.5% | +11.3% |
| 6M | +26.0% | -20.3% | +46.4% | +37.3% |
| YTD | +23.7% | -9.3% | +32.9% | +26.6% |
| 1Y | +34.4% | -2.7% | +37.1% | +32.9% |
| 3Y | +375.8% | +1.4% | +374.4% | +352.9% |
| 5Y | +911.8% | +9.6% | +902.2% | +852.1% |
| 10Y | +14,899.8% | +94.9% | +14,804.9% | +10,111.1% |
| All | +613,227.1% | +200.8% | +613,026.3% | +190,926.7% |
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