-9.4%
NVTS vs TXT
+9.5%
-18.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.8% | -3.8% |
| 7D | +3.5% | +0.8% | +2.7% | +2.6% |
| 30D | -11.9% | -10.4% | -1.5% | -1.8% |
| 3M | -49.2% | -14.3% | -34.9% | -40.9% |
| 6M | +38.4% | -15.1% | +53.5% | +64.5% |
| YTD | +62.5% | -8.3% | +70.8% | +74.7% |
| 1Y | +101.4% | -0.7% | +102.1% | +99.1% |
| 3Y | +40.4% | +6.0% | +34.5% | +21.9% |
| All | -9.4% | +9.5% | -18.8% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling