+207.3%
NXT vs TRMB
-2.1%
+209.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.8% | -6.6% |
| 7D | -6.0% | +4.1% | -10.1% | -7.2% |
| 30D | +5.4% | -7.0% | +12.4% | +5.9% |
| 3M | -9.7% | -0.9% | -8.8% | -11.7% |
| 6M | -25.3% | -1.2% | -24.1% | -27.2% |
| YTD | +7.5% | -28.7% | +36.2% | +20.1% |
| 1Y | -3.0% | -32.1% | +29.1% | +11.3% |
| 3Y | +171.4% | +33.4% | +138.0% | +105.6% |
| All | +207.3% | -2.1% | +209.4% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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