+180.5%
NXT vs TXT
+6.7%
+173.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | -17.2% | -11.1% | -6.2% | -12.0% |
| 3M | -32.0% | -13.0% | -19.0% | -26.8% |
| 6M | -15.8% | -16.2% | +0.4% | -7.7% |
| YTD | -1.9% | -8.7% | +6.8% | +1.8% |
| 1Y | +22.5% | -3.8% | +26.3% | +23.3% |
| 3Y | +100.5% | +5.5% | +95.0% | +80.6% |
| All | +180.5% | +6.7% | +173.8% | +156.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling