+129.6%
NXT vs TLN
+733.8%
-604.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.1% | -7.6% |
| 7D | -6.0% | +22.3% | -28.3% | -12.0% |
| 30D | +5.4% | +1.2% | +4.3% | +4.4% |
| 3M | -9.7% | +5.9% | -15.6% | -12.3% |
| 6M | -25.3% | +3.2% | -28.6% | -27.3% |
| YTD | +7.5% | +3.2% | +4.3% | +3.4% |
| 1Y | -3.0% | +5.2% | -8.2% | -7.2% |
| 3Y | +171.4% | +606.3% | -434.9% | +45.4% |
| All | +129.6% | +733.8% | -604.2% | +21.4% |
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