-16.8%
NXT vs TLN
-15.5%
-1.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.1% | -1.7% | +2.7% |
| 7D | +32.2% | -1.3% | +33.5% | +31.5% |
| 30D | +21.9% | -10.5% | +32.4% | +26.4% |
| 3M | +6.6% | +0.1% | +6.5% | +5.1% |
| 6M | -16.8% | -17.4% | +0.6% | -14.7% |
| All | -16.8% | -15.5% | -1.3% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling