-3.0%
NXT vs TXT
+2.5%
-5.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.1% | -6.3% |
| 7D | -6.0% | -1.1% | -4.9% | -5.7% |
| 30D | +5.4% | +13.3% | -7.8% | 0.0% |
| 3M | -9.7% | -5.1% | -4.6% | -6.8% |
| 6M | -25.3% | -7.1% | -18.2% | -21.8% |
| YTD | +7.5% | -3.2% | +10.7% | +6.9% |
| 1Y | -3.0% | +2.3% | -5.3% | -10.6% |
| All | -3.0% | +2.5% | -5.5% | -10.6% |
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 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