+170.4%
NXT vs TPG
+71.6%
+98.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.2% |
| 7D | -0.2% | -6.5% | +6.3% | +2.2% |
| 30D | -20.0% | +0.1% | -20.0% | -20.2% |
| 3M | -30.9% | +14.5% | -45.5% | -34.4% |
| 6M | -23.8% | +17.3% | -41.2% | -28.7% |
| YTD | -5.4% | -20.5% | +15.1% | +1.1% |
| 1Y | +28.0% | -13.2% | +41.3% | +31.8% |
| 3Y | +93.3% | +87.7% | +5.6% | +25.1% |
| All | +170.4% | +71.6% | +98.8% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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