+180.5%
NXT vs TAP
-14.4%
+194.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.1% |
| 7D | +2.9% | -2.3% | +5.2% | +2.9% |
| 30D | -17.2% | -9.4% | -7.8% | -17.2% |
| 3M | -32.0% | -0.8% | -31.2% | -32.1% |
| 6M | -15.8% | -14.7% | -1.0% | -14.6% |
| YTD | -1.9% | -13.9% | +12.0% | -1.0% |
| 1Y | +22.5% | -18.6% | +41.1% | +24.4% |
| 3Y | +100.5% | -32.0% | +132.6% | +108.7% |
| All | +180.5% | -14.4% | +194.9% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling