+182.4%
NXT vs TXT
+7.8%
+174.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.3% | +6.2% |
| 7D | +32.2% | -2.5% | +34.8% | +33.7% |
| 30D | +21.9% | +14.4% | +7.5% | +14.3% |
| 3M | +6.6% | -4.9% | +11.5% | +8.8% |
| 6M | -16.8% | -10.2% | -6.6% | -12.8% |
| YTD | +20.4% | -4.1% | +24.5% | +21.6% |
| 1Y | -1.5% | +4.0% | -5.5% | -4.2% |
| 3Y | +182.4% | +8.0% | +174.4% | +155.8% |
| All | +182.4% | +7.8% | +174.6% | +155.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling