+49.6%
TXN vs NVTS
-14.2%
+63.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +2.2% | +9.7% | -7.5% | +1.4% |
| 30D | -9.5% | -13.6% | +4.1% | -8.4% |
| 3M | -10.5% | -51.0% | +40.4% | -5.9% |
| 6M | +35.4% | +46.3% | -11.0% | +29.5% |
| YTD | +51.8% | +68.1% | -16.3% | +42.6% |
| 1Y | +42.9% | +113.9% | -71.0% | +30.0% |
| 3Y | +71.3% | +45.3% | +26.1% | +54.9% |
| All | +49.6% | -14.2% | +63.8% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling