+22.5%
NXT vs TMF
-21.2%
+43.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | -17.2% | -1.8% | -15.4% | -17.0% |
| 3M | -32.0% | -8.2% | -23.8% | -31.7% |
| 6M | -15.8% | -19.5% | +3.7% | -17.1% |
| YTD | -1.9% | -16.0% | +14.1% | -2.0% |
| 1Y | +22.5% | -22.5% | +45.0% | +18.0% |
| All | +22.5% | -21.2% | +43.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling