+107.3%
NXT vs TLN
+583.6%
-476.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.8% | -2.6% | 0.0% |
| 7D | -1.1% | +7.1% | -8.2% | -3.3% |
| 30D | -15.3% | -3.9% | -11.4% | -14.2% |
| 3M | -43.8% | -16.2% | -27.6% | -40.7% |
| 6M | -18.7% | -5.8% | -12.8% | -17.8% |
| YTD | -3.0% | -15.4% | +12.4% | +0.5% |
| 1Y | +22.7% | -16.7% | +39.4% | +27.6% |
| 3Y | +95.9% | +473.8% | -377.8% | +13.3% |
| All | +107.3% | +583.6% | -476.3% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling