+212.0%
NXT vs TAP
-10.0%
+222.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.4% |
| 7D | -9.4% | +1.3% | -10.7% | -9.5% |
| 30D | +15.1% | +5.7% | +9.4% | +15.0% |
| 3M | -9.1% | -1.9% | -7.2% | -9.1% |
| 6M | -30.3% | +0.9% | -31.3% | -30.3% |
| YTD | +9.1% | -9.5% | +18.6% | +10.1% |
| 1Y | +7.9% | -9.0% | +16.8% | +8.7% |
| 3Y | +176.5% | -22.2% | +198.7% | +185.0% |
| All | +212.0% | -10.0% | +222.0% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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