+113.0%
NVTS vs TXT
-1.0%
+114.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.6% |
| 7D | +2.7% | -4.8% | +7.5% | +7.0% |
| 30D | -4.5% | -10.6% | +6.2% | +5.2% |
| 3M | -61.5% | -13.2% | -48.3% | -56.5% |
| 6M | +28.0% | -20.3% | +48.3% | +48.9% |
| YTD | +65.3% | -9.3% | +74.5% | +76.8% |
| 1Y | +113.0% | -2.7% | +115.7% | +114.4% |
| All | +113.0% | -1.0% | +114.0% | +114.4% |
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