+806.2%
NVDX vs TXT
+1.3%
+804.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.0% |
| 7D | -8.6% | -0.2% | -8.4% | -8.5% |
| 30D | -1.4% | -10.2% | +8.8% | +4.3% |
| 3M | +10.6% | -13.3% | +23.9% | +18.5% |
| 6M | +20.2% | -14.4% | +34.5% | +28.6% |
| YTD | +11.8% | -9.1% | +20.9% | +13.1% |
| 1Y | +12.9% | -2.2% | +15.1% | +7.2% |
| All | +806.2% | +1.3% | +804.9% | +708.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling