+148.6%
TE vs NXT
+26.2%
+122.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.4% |
| 7D | -4.0% | -1.1% | -2.9% | -3.1% |
| 30D | -15.9% | -15.3% | -0.6% | -5.2% |
| 3M | -60.5% | -43.8% | -16.8% | -40.6% |
| 6M | -35.2% | -18.7% | -16.6% | -29.5% |
| YTD | -31.1% | -3.0% | -28.1% | -38.4% |
| 1Y | +148.6% | +22.7% | +125.9% | +67.1% |
| All | +148.6% | +26.2% | +122.4% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling