+177.4%
NXT vs TCOM
+8.6%
+168.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -1.1% | -9.5% | +8.4% | +1.2% |
| 30D | -15.3% | -10.7% | -4.6% | -13.2% |
| 3M | -43.8% | -14.6% | -29.2% | -41.9% |
| 6M | -18.7% | -19.3% | +0.7% | -15.0% |
| YTD | -3.0% | -42.9% | +39.9% | +10.2% |
| 1Y | +22.7% | -43.8% | +66.5% | +39.9% |
| 3Y | +95.9% | +2.1% | +93.8% | +88.3% |
| All | +177.4% | +8.6% | +168.8% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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