-25.3%
NVTS vs TXT
+15.5%
-40.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.2% | -3.3% |
| 7D | +21.6% | -1.1% | +22.7% | +22.7% |
| 30D | -8.5% | +13.3% | -21.8% | -20.4% |
| 3M | -31.4% | -5.1% | -26.2% | -29.0% |
| 6M | -50.3% | -7.1% | -43.2% | -47.4% |
| YTD | +33.9% | -3.2% | +37.1% | +34.0% |
| 1Y | +10.6% | +2.3% | +8.3% | +4.5% |
| 3Y | +52.7% | +11.1% | +41.6% | +25.2% |
| 5Y | -48.5% | +10.0% | -58.5% | -57.1% |
| All | -25.3% | +15.5% | -40.8% | -39.1% |
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