-9.1%
NVTS vs TXG
-57.3%
+48.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.0% | +2.5% |
| 7D | -1.4% | +9.5% | -10.9% | -6.1% |
| 30D | -16.5% | +18.8% | -35.3% | -24.3% |
| 3M | -47.6% | +136.1% | -183.7% | -68.0% |
| 6M | +7.3% | +235.2% | -228.0% | -47.7% |
| YTD | +62.9% | +320.5% | -257.7% | -31.5% |
| 1Y | +91.3% | +425.2% | -333.9% | -31.3% |
| 3Y | +43.4% | +42.9% | +0.5% | -6.4% |
| All | -9.1% | -57.3% | +48.2% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling