+6.9%
NXT vs TXT
+9.2%
-2.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.3% | +12.4% | +11.6% |
| 7D | +30.0% | +10.6% | +19.4% | +25.0% |
| 30D | +28.6% | +14.4% | +14.2% | +21.6% |
| 3M | +8.4% | -2.7% | +11.1% | +10.8% |
| 6M | -8.7% | -4.7% | -4.1% | -5.3% |
| YTD | +22.5% | -0.5% | +23.0% | +20.4% |
| 1Y | +6.9% | +8.7% | -1.8% | -7.1% |
| All | +6.9% | +9.2% | -2.3% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling