+55.3%
TXN vs NVTS
-16.8%
+72.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +3.5% |
| 7D | +4.0% | -1.4% | +5.4% | +4.1% |
| 30D | -2.9% | -16.5% | +13.7% | -1.4% |
| 3M | -9.1% | -47.6% | +38.5% | -4.8% |
| 6M | +36.6% | +7.3% | +29.3% | +33.9% |
| YTD | +57.5% | +62.9% | -5.4% | +48.4% |
| 1Y | +49.5% | +91.3% | -41.8% | +37.2% |
| 3Y | +76.5% | +43.4% | +33.1% | +59.6% |
| All | +55.3% | -16.8% | +72.1% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling