+848.3%
NVDX vs TXT
+2.2%
+846.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | +3.0% | -10.4% | +13.4% | +9.1% |
| 3M | +6.8% | -14.3% | +21.1% | +15.3% |
| 6M | +28.6% | -15.1% | +43.7% | +38.6% |
| YTD | +17.0% | -8.3% | +25.3% | +17.8% |
| 1Y | +27.0% | -0.7% | +27.7% | +19.5% |
| All | +848.3% | +2.2% | +846.1% | +742.0% |
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