-10.8%
NVTS vs TXT
+9.2%
-20.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.3% | +10.2% | +9.7% |
| 7D | -0.3% | +10.6% | -11.0% | -6.9% |
| 30D | -24.4% | +14.4% | -38.8% | -31.3% |
| 3M | -26.5% | -2.7% | -23.7% | -24.0% |
| 6M | -41.4% | -4.7% | -36.7% | -37.9% |
| YTD | +30.7% | -0.5% | +31.2% | +32.3% |
| 1Y | -10.8% | +8.7% | -19.5% | -13.0% |
| All | -10.8% | +9.2% | -20.0% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling