+212.0%
NXT vs TRGP
+328.0%
-116.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -9.4% | +12.4% | -21.8% | -11.5% |
| 30D | +15.1% | +2.6% | +12.5% | +13.6% |
| 3M | -9.1% | +11.9% | -21.0% | -12.7% |
| 6M | -30.3% | +13.9% | -44.2% | -34.2% |
| YTD | +9.1% | +64.2% | -55.1% | -10.0% |
| 1Y | +7.9% | +78.5% | -70.6% | -13.6% |
| 3Y | +176.5% | +272.9% | -96.4% | +44.8% |
| All | +212.0% | +328.0% | -116.0% | +51.1% |
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