+182.4%
NXT vs TLN
+538.9%
-356.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.1% | -1.7% | +3.1% |
| 7D | +32.2% | -1.3% | +33.5% | +32.0% |
| 30D | +21.9% | -10.5% | +32.4% | +25.7% |
| 3M | +6.6% | +0.1% | +6.5% | +5.6% |
| 6M | -16.8% | -17.4% | +0.6% | -13.0% |
| YTD | +20.4% | -9.7% | +30.1% | +21.1% |
| 1Y | -1.5% | -12.3% | +10.7% | -0.3% |
| 3Y | +182.4% | +528.3% | -345.9% | +54.3% |
| All | +182.4% | +538.9% | -356.6% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling