+906.1%
NVDX vs TXT
+1.2%
+904.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +11.6% | -4.8% | +16.4% | +14.5% |
| 30D | +7.5% | -10.6% | +18.2% | +14.1% |
| 3M | +2.1% | -13.2% | +15.3% | +9.4% |
| 6M | +35.5% | -20.3% | +55.9% | +52.1% |
| YTD | +24.1% | -9.3% | +33.4% | +25.7% |
| 1Y | +33.0% | -2.7% | +35.6% | +26.6% |
| All | +906.1% | +1.2% | +904.9% | +798.4% |
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 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