-77.5%
TE vs NXT
+213.5%
-291.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.9% |
| 7D | -19.1% | -9.4% | -9.7% | -14.2% |
| 30D | -34.1% | +15.1% | -49.2% | -39.6% |
| 3M | -60.1% | -9.1% | -51.0% | -58.2% |
| 6M | -66.0% | -30.3% | -35.6% | -58.7% |
| YTD | -71.4% | +9.1% | -80.5% | -73.5% |
| 1Y | -45.3% | +7.9% | -53.2% | -49.0% |
| 3Y | +9.1% | +176.5% | -167.3% | -39.6% |
| All | -77.5% | +213.5% | -291.0% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling