+2,672.5%
NVDL vs TXT
+8.1%
+2,664.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.4% |
| 7D | +7.3% | -0.2% | +7.5% | +7.4% |
| 30D | -0.7% | -11.1% | +10.4% | +6.2% |
| 3M | +9.5% | -13.0% | +22.5% | +17.7% |
| 6M | +41.6% | -16.2% | +57.8% | +54.6% |
| YTD | +23.3% | -8.7% | +32.0% | +25.0% |
| 1Y | +40.3% | -3.8% | +44.1% | +35.6% |
| 3Y | +692.2% | +5.5% | +686.7% | +558.3% |
| All | +2,672.5% | +8.1% | +2,664.4% | +2,164.8% |
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