+180.5%
NXT vs TSLQ
-96.9%
+277.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.0% | +9.1% | +0.3% |
| 7D | +2.9% | -8.6% | +11.4% | +2.1% |
| 30D | -17.2% | -24.9% | +7.6% | -19.4% |
| 3M | -32.0% | -1.5% | -30.5% | -30.6% |
| 6M | -15.8% | -18.1% | +2.3% | -14.3% |
| YTD | -1.9% | -0.1% | -1.8% | +1.7% |
| 1Y | +22.5% | -51.4% | +73.9% | +22.8% |
| 3Y | +100.5% | -95.9% | +196.5% | +84.1% |
| All | +180.5% | -96.9% | +277.5% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling