+180.5%
NXT vs TNA
+67.0%
+113.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | +2.9% | +4.1% | -1.2% | +1.2% |
| 30D | -17.2% | -7.6% | -9.6% | -14.6% |
| 3M | -32.0% | +8.1% | -40.1% | -33.6% |
| 6M | -15.8% | +49.0% | -64.8% | -27.2% |
| YTD | -1.9% | +51.7% | -53.6% | -16.3% |
| 1Y | +22.5% | +59.6% | -37.1% | +2.5% |
| 3Y | +100.5% | +118.9% | -18.4% | +29.3% |
| All | +180.5% | +67.0% | +113.5% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling