+103.1%
TXT vs NVMI
+3,158.6%
-3,055.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.9% |
| 7D | +2.5% | -0.1% | +2.5% | +2.5% |
| 30D | -8.9% | -8.4% | -0.5% | -6.9% |
| 3M | -13.6% | -33.6% | +20.0% | -5.0% |
| 6M | -13.1% | -14.7% | +1.6% | -12.1% |
| YTD | -7.0% | +13.2% | -20.2% | -14.1% |
| 1Y | -1.4% | +29.0% | -30.4% | -13.3% |
| 3Y | +7.0% | +215.0% | -208.0% | -35.5% |
| 5Y | +15.4% | +268.6% | -253.2% | -37.0% |
| All | +103.1% | +3,158.6% | -3,055.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling