+177.4%
NXT vs TRGP
+315.8%
-138.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | -15.3% | +11.5% | -26.8% | -18.3% |
| 3M | -43.8% | +9.0% | -52.8% | -45.8% |
| 6M | -18.7% | +20.5% | -39.2% | -24.7% |
| YTD | -3.0% | +59.5% | -62.5% | -18.8% |
| 1Y | +22.7% | +77.9% | -55.2% | -1.8% |
| 3Y | +95.9% | +253.6% | -157.7% | +5.1% |
| All | +177.4% | +315.8% | -138.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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