+109.6%
NXT vs TLN
+602.5%
-492.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | +0.2% |
| 7D | +2.9% | +10.9% | -8.0% | -0.6% |
| 30D | -17.2% | -6.3% | -10.9% | -15.5% |
| 3M | -32.0% | -10.7% | -21.3% | -29.8% |
| 6M | -15.8% | +1.6% | -17.4% | -16.8% |
| YTD | -1.9% | -13.1% | +11.2% | +0.8% |
| 1Y | +22.5% | -15.1% | +37.5% | +26.5% |
| 3Y | +100.5% | +495.0% | -394.5% | +14.8% |
| All | +109.6% | +602.5% | -492.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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