+99.7%
NXT vs TXT
+4.5%
+95.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -1.1% | -4.8% | +3.7% | +1.2% |
| 30D | -15.3% | -10.6% | -4.7% | -10.8% |
| 3M | -43.8% | -13.2% | -30.6% | -39.9% |
| 6M | -18.7% | -20.3% | +1.7% | -10.2% |
| YTD | -3.0% | -9.3% | +6.3% | +0.7% |
| 1Y | +22.7% | -2.7% | +25.4% | +23.1% |
| All | +99.7% | +4.5% | +95.2% | +80.2% |
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