+244.4%
NXT vs TMF
-62.6%
+306.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +15.1% | +0.6% | +14.5% | +15.0% |
| 30D | +21.8% | +16.3% | +5.5% | +18.8% |
| 3M | +1.6% | -2.7% | +4.3% | +1.9% |
| 6M | -16.7% | -13.2% | -3.5% | -15.2% |
| YTD | +20.4% | -16.7% | +37.1% | +23.0% |
| 1Y | +0.2% | -22.7% | +23.0% | +3.4% |
| 3Y | +208.7% | -26.1% | +234.8% | +219.9% |
| All | +244.4% | -62.6% | +306.9% | +238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling