+750.3%
NVT vs TXT
+25.6%
+724.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.2% |
| 7D | +4.1% | +2.5% | +1.6% | +2.5% |
| 30D | -5.1% | -8.9% | +3.7% | +0.5% |
| 3M | -1.2% | -13.6% | +12.4% | +7.6% |
| 6M | +46.6% | -13.1% | +59.7% | +58.7% |
| YTD | +60.0% | -7.0% | +67.0% | +64.6% |
| 1Y | +70.8% | -1.4% | +72.2% | +68.6% |
| 3Y | +187.5% | +7.0% | +180.6% | +164.9% |
| 5Y | +426.1% | +15.4% | +410.7% | +353.1% |
| All | +750.3% | +25.6% | +724.7% | +524.9% |
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