+167.1%
NXT vs TSN
-0.5%
+167.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -2.6% | +1.4% | -3.9% | -2.6% |
| 30D | -22.4% | -6.2% | -16.3% | -22.3% |
| 3M | -27.3% | -5.7% | -21.7% | -27.3% |
| 6M | -28.5% | -11.4% | -17.1% | -28.2% |
| YTD | -6.6% | -8.2% | +1.6% | -6.9% |
| 1Y | +20.4% | -2.0% | +22.4% | +19.1% |
| 3Y | +90.9% | +11.9% | +79.0% | +77.0% |
| All | +167.1% | -0.5% | +167.5% | +156.0% |
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