+170.4%
NXT vs TXT
+7.2%
+163.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -0.2% | +0.8% | -1.0% | -0.7% |
| 30D | -20.0% | -10.4% | -9.5% | -15.2% |
| 3M | -30.9% | -14.3% | -16.6% | -25.1% |
| 6M | -23.8% | -15.1% | -8.7% | -17.1% |
| YTD | -5.4% | -8.3% | +2.9% | -2.1% |
| 1Y | +28.0% | -0.7% | +28.7% | +26.6% |
| 3Y | +93.3% | +6.0% | +87.3% | +73.7% |
| All | +170.4% | +7.2% | +163.2% | +146.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling