+167.1%
NXT vs TW
+40.6%
+126.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.3% |
| 7D | -2.6% | -2.7% | +0.1% | -2.7% |
| 30D | -22.4% | -1.7% | -20.7% | -22.5% |
| 3M | -27.3% | +1.6% | -28.9% | -27.5% |
| 6M | -28.5% | -17.7% | -10.8% | -28.2% |
| YTD | -6.6% | -4.3% | -2.3% | -6.9% |
| 1Y | +20.4% | -13.1% | +33.5% | +20.8% |
| 3Y | +90.9% | +20.3% | +70.6% | +71.9% |
| All | +167.1% | +40.6% | +126.5% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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