+167.1%
NXT vs TNA
+55.3%
+111.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | 0.0% |
| 7D | -2.6% | -7.6% | +5.0% | +0.5% |
| 30D | -22.4% | -13.6% | -8.8% | -17.8% |
| 3M | -27.3% | +2.8% | -30.2% | -27.7% |
| 6M | -28.5% | +34.5% | -63.0% | -35.7% |
| YTD | -6.6% | +41.0% | -47.6% | -18.0% |
| 1Y | +20.4% | +52.0% | -31.7% | +2.8% |
| 3Y | +90.9% | +103.5% | -12.6% | +26.7% |
| All | +167.1% | +55.3% | +111.8% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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