-55.6%
NVTS vs TXT
+8.5%
-64.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.6% |
| 7D | +3.9% | +0.1% | +3.8% | +4.0% |
| 30D | -4.3% | +13.3% | -17.7% | -17.0% |
| 3M | -34.5% | -5.0% | -29.5% | -32.4% |
| 6M | -57.7% | -8.4% | -49.3% | -54.6% |
| YTD | +25.4% | -4.0% | +29.3% | +26.4% |
| 1Y | +13.1% | +2.8% | +10.4% | +6.2% |
| 3Y | +48.9% | +10.3% | +38.6% | +22.6% |
| All | -55.6% | +8.5% | -64.2% | -65.2% |
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