-16.6%
TE vs NXT
+96.6%
-113.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.1% | +8.9% | +9.4% |
| 7D | +18.2% | +2.9% | +15.4% | +16.5% |
| 30D | -13.5% | -17.2% | +3.7% | -3.8% |
| 3M | -44.6% | -32.0% | -12.6% | -30.2% |
| 6M | -24.7% | -15.8% | -8.9% | -18.6% |
| YTD | -24.3% | -1.9% | -22.3% | -25.0% |
| 1Y | +155.6% | +22.5% | +133.1% | +131.4% |
| All | -16.6% | +96.6% | -113.3% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling