-10.8%
NVTS vs TXG
+406.9%
-417.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.4% | +5.6% | +7.8% |
| 7D | -0.3% | -19.3% | +18.9% | +7.3% |
| 30D | -24.4% | -30.9% | +6.5% | -15.1% |
| 3M | -26.5% | +41.1% | -67.6% | -35.8% |
| 6M | -41.4% | +211.9% | -253.3% | -58.6% |
| YTD | +30.7% | +314.0% | -283.3% | -20.2% |
| 1Y | -10.8% | +405.4% | -416.2% | -50.3% |
| All | -10.8% | +406.9% | -417.7% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling