+237.6%
TXT vs NVMI
+1,967.2%
-1,729.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.1% |
| 7D | -4.8% | +6.6% | -11.4% | -5.6% |
| 30D | -10.6% | -7.5% | -3.1% | -9.8% |
| 3M | -13.2% | -28.5% | +15.3% | -10.0% |
| 6M | -20.3% | -15.7% | -4.6% | -19.5% |
| YTD | -9.3% | +13.3% | -22.6% | -12.1% |
| 1Y | -2.7% | +48.3% | -51.0% | -9.3% |
| 3Y | +1.4% | +191.2% | -189.9% | -15.6% |
| 5Y | +9.6% | +268.7% | -259.1% | -12.3% |
| 10Y | +94.9% | +3,034.8% | -2,939.9% | +22.5% |
| All | +237.6% | +1,967.2% | -1,729.6% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling