+32,722.5%
NVO vs TXT
+2,083.0%
+30,639.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -3.2% | -11.1% | +7.8% | -1.4% |
| 3M | +11.5% | -13.0% | +24.5% | +13.8% |
| 6M | +22.9% | -16.2% | +39.1% | +26.0% |
| YTD | -6.8% | -8.7% | +1.9% | -5.8% |
| 1Y | -12.6% | -3.8% | -8.9% | -12.5% |
| 3Y | -49.6% | +5.5% | -55.1% | -50.6% |
| 5Y | +0.6% | +12.3% | -11.7% | -3.5% |
| 10Y | +148.3% | +97.4% | +50.9% | +106.4% |
| All | +32,722.5% | +2,083.0% | +30,639.6% | +17,178.5% |
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 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