+207.3%
NXT vs TSN
+12.4%
+194.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.9% |
| 7D | -6.0% | -1.4% | -4.6% | -5.9% |
| 30D | +5.4% | +10.2% | -4.7% | +5.0% |
| 3M | -9.7% | +7.2% | -16.9% | -10.1% |
| 6M | -25.3% | -10.6% | -14.8% | -24.7% |
| YTD | +7.5% | +3.7% | +3.7% | +6.5% |
| 1Y | -3.0% | +13.5% | -16.5% | -4.9% |
| 3Y | +171.4% | +40.1% | +131.3% | +147.7% |
| All | +207.3% | +12.4% | +194.9% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling