-7.8%
NVTS vs TXT
+8.3%
-16.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.7% |
| 7D | +2.7% | -4.8% | +7.5% | +7.8% |
| 30D | -4.5% | -10.6% | +6.2% | +6.9% |
| 3M | -61.5% | -13.2% | -48.3% | -55.9% |
| 6M | +28.0% | -20.3% | +48.3% | +62.0% |
| YTD | +65.3% | -9.3% | +74.5% | +79.6% |
| 1Y | +113.0% | -2.7% | +115.7% | +114.6% |
| 3Y | +34.7% | +1.4% | +33.3% | +23.2% |
| All | -7.8% | +8.3% | -16.1% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling