+230.2%
NXT vs TSN
+13.6%
+216.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -5.7% | -0.3% | -5.5% | -5.7% |
| 30D | +18.5% | +11.8% | +6.8% | +17.9% |
| 3M | -4.1% | +7.1% | -11.2% | -4.5% |
| 6M | -20.3% | -9.2% | -11.2% | -19.7% |
| YTD | +15.5% | +4.8% | +10.7% | +14.4% |
| 1Y | -5.0% | +11.6% | -16.6% | -6.5% |
| 3Y | +191.6% | +41.5% | +150.1% | +166.1% |
| All | +230.2% | +13.6% | +216.7% | +214.5% |
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