+25.6%
TFC vs NXT
+171.8%
-146.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -2.3% | -20.0% | +17.6% | 0.0% |
| 3M | +2.5% | -30.9% | +33.4% | +6.0% |
| 6M | +9.5% | -23.8% | +33.3% | +10.9% |
| YTD | +5.1% | -5.4% | +10.5% | +3.0% |
| 1Y | +15.5% | +28.0% | -12.6% | +7.9% |
| 3Y | +95.2% | +93.3% | +1.9% | +59.8% |
| All | +25.6% | +171.8% | -146.1% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling