+170.4%
NXT vs TW
+41.2%
+129.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -20.0% | -0.6% | -19.4% | -20.0% |
| 3M | -30.9% | +3.4% | -34.3% | -31.1% |
| 6M | -23.8% | -18.4% | -5.4% | -23.5% |
| YTD | -5.4% | -3.9% | -1.5% | -5.7% |
| 1Y | +28.0% | -13.3% | +41.4% | +28.6% |
| 3Y | +93.3% | +20.8% | +72.5% | +74.1% |
| All | +170.4% | +41.2% | +129.2% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling