+2,494.8%
NVDL vs TXT
+7.6%
+2,487.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.2% |
| 7D | -8.7% | -0.2% | -8.5% | -8.6% |
| 30D | -1.3% | -10.2% | +8.9% | +4.9% |
| 3M | +11.4% | -13.3% | +24.6% | +19.9% |
| 6M | +22.9% | -14.4% | +37.2% | +32.2% |
| YTD | +15.4% | -9.1% | +24.5% | +17.3% |
| 1Y | +18.8% | -2.2% | +20.9% | +13.2% |
| 3Y | +641.4% | +5.1% | +636.3% | +517.8% |
| All | +2,494.8% | +7.6% | +2,487.1% | +2,025.2% |
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