+22.9%
NVDL vs TXG
+215.5%
-192.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.3% |
| 7D | -8.7% | +5.0% | -13.7% | -9.9% |
| 30D | -1.3% | +13.5% | -14.8% | -4.4% |
| 3M | +11.4% | +128.0% | -116.7% | -14.2% |
| 6M | +22.9% | +224.4% | -201.5% | -13.0% |
| All | +22.9% | +215.5% | -192.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 6mo: compounded portfolio wealth divided by compounded TXG 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…
6mo analysis · Full analysis span regression · 6 months rolling