+167.1%
NXT vs TSLQ
-96.9%
+263.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.0% |
| 7D | -2.6% | +5.7% | -8.3% | -1.9% |
| 30D | -22.4% | -21.1% | -1.3% | -24.0% |
| 3M | -27.3% | -11.5% | -15.8% | -26.7% |
| 6M | -28.5% | -14.9% | -13.6% | -27.0% |
| YTD | -6.6% | +2.4% | -9.0% | -3.0% |
| 1Y | +20.4% | -49.8% | +70.1% | +21.0% |
| 3Y | +90.9% | -95.8% | +186.7% | +75.8% |
| All | +167.1% | -96.9% | +263.9% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling