+177.4%
NXT vs TRMB
+4.2%
+173.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | -1.1% | -2.5% | +1.4% | -0.1% |
| 30D | -15.3% | +1.5% | -16.9% | -16.0% |
| 3M | -43.8% | +6.8% | -50.6% | -45.5% |
| 6M | -18.7% | -14.9% | -3.7% | -13.5% |
| YTD | -3.0% | -24.1% | +21.1% | +8.3% |
| 1Y | +22.7% | -25.4% | +48.1% | +38.5% |
| 3Y | +95.9% | +8.0% | +87.9% | +73.2% |
| All | +177.4% | +4.2% | +173.2% | +158.9% |
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