-9.1%
NVTS vs TXT
+11.0%
-20.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +2.0% |
| 7D | -1.4% | +2.5% | -3.9% | -3.8% |
| 30D | -16.5% | -8.9% | -7.7% | -8.4% |
| 3M | -47.6% | -13.6% | -34.1% | -39.7% |
| 6M | +7.3% | -13.1% | +20.4% | +24.6% |
| YTD | +62.9% | -7.0% | +69.9% | +72.8% |
| 1Y | +91.3% | -1.4% | +92.7% | +90.6% |
| 3Y | +43.4% | +7.0% | +36.4% | +23.6% |
| All | -9.1% | +11.0% | -20.1% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling