+207.3%
NXT vs TW
+80.6%
+126.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -6.9% |
| 7D | -6.0% | +3.2% | -9.2% | -5.9% |
| 30D | +5.4% | +19.7% | -14.3% | +6.3% |
| 3M | -9.7% | +26.8% | -36.6% | -8.8% |
| 6M | -25.3% | +20.9% | -46.2% | -24.6% |
| YTD | +7.5% | +22.9% | -15.4% | +8.3% |
| 1Y | -3.0% | +20.4% | -23.4% | -2.1% |
| 3Y | +171.4% | +42.9% | +128.5% | +155.0% |
| All | +207.3% | +80.6% | +126.7% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling