+180.5%
NXT vs TDY
+38.8%
+141.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | +2.9% | -0.9% | +3.8% | +3.4% |
| 30D | -17.2% | -12.5% | -4.8% | -10.1% |
| 3M | -32.0% | -1.2% | -30.8% | -31.0% |
| 6M | -15.8% | -6.6% | -9.2% | -11.9% |
| YTD | -1.9% | +18.5% | -20.4% | -9.7% |
| 1Y | +22.5% | +10.8% | +11.7% | +16.2% |
| 3Y | +100.5% | +47.5% | +53.0% | +55.8% |
| All | +180.5% | +38.8% | +141.8% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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