+37.5%
NVTS vs TXG
+39.1%
-1.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.2% |
| 7D | +0.5% | +5.0% | -4.5% | -2.2% |
| 30D | -18.0% | +13.5% | -31.5% | -23.7% |
| 3M | -45.6% | +128.0% | -173.6% | -65.7% |
| 6M | +28.5% | +224.4% | -196.0% | -35.1% |
| YTD | +56.2% | +307.0% | -250.8% | -32.3% |
| 1Y | +97.7% | +427.2% | -329.5% | -28.5% |
| All | +37.5% | +39.1% | -1.6% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling