+649.9%
NVDL vs TXT
+7.0%
+642.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.4% |
| 7D | -10.3% | +2.5% | -12.8% | -11.5% |
| 30D | -7.1% | -8.9% | +1.7% | -2.7% |
| 3M | +6.6% | -13.6% | +20.1% | +14.2% |
| 6M | +21.1% | -13.1% | +34.2% | +28.4% |
| YTD | +15.2% | -7.0% | +22.2% | +15.2% |
| 1Y | +18.8% | -1.4% | +20.2% | +13.1% |
| 3Y | +649.9% | +7.0% | +642.9% | +557.4% |
| All | +649.9% | +7.0% | +642.9% | +557.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling