+22.7%
NXT vs TRI
-38.3%
+61.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | -0.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.2% |
| 30D | -15.3% | +7.9% | -23.2% | -12.8% |
| 3M | -43.8% | +24.1% | -67.8% | -37.5% |
| 6M | -18.7% | +3.8% | -22.5% | -10.7% |
| YTD | -3.0% | -16.9% | +13.9% | +2.0% |
| 1Y | +22.7% | -38.4% | +61.1% | +11.0% |
| All | +22.7% | -38.3% | +61.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling