+187.5%
NVT vs TXG
+43.8%
+143.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +4.0% |
| 7D | +4.1% | +9.5% | -5.4% | +2.4% |
| 30D | -5.1% | +18.8% | -23.9% | -8.3% |
| 3M | -1.2% | +136.1% | -137.3% | -17.0% |
| 6M | +46.6% | +235.2% | -188.7% | +14.2% |
| YTD | +60.0% | +320.5% | -260.5% | +18.2% |
| 1Y | +70.8% | +425.2% | -354.4% | +19.1% |
| 3Y | +187.5% | +42.9% | +144.7% | +125.0% |
| All | +187.5% | +43.8% | +143.8% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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