+180.7%
NVT vs TXT
+5.5%
+175.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +7.0% | +0.8% | +6.2% | +6.5% |
| 30D | -2.3% | -10.4% | +8.1% | +3.9% |
| 3M | -3.1% | -14.3% | +11.3% | +5.4% |
| 6M | +47.0% | -15.1% | +62.1% | +60.1% |
| YTD | +56.2% | -8.3% | +64.5% | +60.8% |
| 1Y | +74.5% | -0.7% | +75.2% | +69.6% |
| All | +180.7% | +5.5% | +175.2% | +156.2% |
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