+99.7%
NXT vs TMF
-41.6%
+141.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | -15.3% | -2.8% | -12.5% | -14.8% |
| 3M | -43.8% | -10.9% | -32.9% | -42.5% |
| 6M | -18.7% | -21.3% | +2.7% | -15.0% |
| YTD | -3.0% | -15.9% | +12.9% | -0.1% |
| 1Y | +22.7% | -15.7% | +38.5% | +25.6% |
| All | +99.7% | -41.6% | +141.3% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling