+751.2%
NVT vs TXT
+23.3%
+728.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.8% |
| 7D | +10.4% | -0.2% | +10.6% | +10.5% |
| 30D | -1.3% | -11.1% | +9.8% | +6.2% |
| 3M | -0.6% | -13.0% | +12.4% | +7.8% |
| 6M | +53.8% | -16.2% | +70.0% | +70.2% |
| YTD | +60.2% | -8.7% | +68.9% | +66.6% |
| 1Y | +76.8% | -3.8% | +80.6% | +77.1% |
| 3Y | +191.2% | +5.5% | +185.7% | +170.5% |
| 5Y | +430.9% | +12.3% | +418.6% | +365.0% |
| All | +751.2% | +23.3% | +728.0% | +532.7% |
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