+244.4%
NXT vs TMF
-62.6%
+307.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | +32.2% | +1.2% | +31.0% | +32.0% |
| 30D | +21.9% | +19.7% | +2.2% | +18.4% |
| 3M | +6.6% | -2.1% | +8.7% | +6.8% |
| 6M | -16.8% | -13.4% | -3.3% | -15.2% |
| YTD | +20.4% | -16.7% | +37.2% | +23.0% |
| 1Y | -1.5% | -23.3% | +21.8% | +1.7% |
| 3Y | +182.4% | -24.8% | +207.2% | +192.5% |
| All | +244.4% | -62.6% | +307.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling