-45.8%
TE vs NXT
+178.8%
-224.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | -4.0% | -1.1% | -2.9% | -3.3% |
| 30D | -15.9% | -15.3% | -0.6% | -7.7% |
| 3M | -60.5% | -43.8% | -16.8% | -44.9% |
| 6M | -35.2% | -18.7% | -16.6% | -28.7% |
| YTD | -31.1% | -3.0% | -28.1% | -31.5% |
| 1Y | +148.6% | +22.7% | +125.9% | +124.4% |
| 3Y | -26.4% | +95.9% | -122.3% | -50.2% |
| All | -45.8% | +178.8% | -224.6% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling