+28.0%
NXT vs TLN
-18.5%
+46.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.7% |
| 7D | -0.2% | +5.8% | -6.1% | -2.8% |
| 30D | -20.0% | -6.9% | -13.1% | -17.3% |
| 3M | -30.9% | -10.9% | -20.0% | -27.9% |
| 6M | -23.8% | -4.6% | -19.2% | -23.8% |
| YTD | -5.4% | -14.7% | +9.3% | -2.0% |
| 1Y | +28.0% | -17.9% | +46.0% | +30.9% |
| All | +28.0% | -18.5% | +46.5% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling