+94.8%
TFC vs NXT
+195.6%
-100.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.2% |
| 7D | +1.7% | +4.0% | -2.2% | +1.4% |
| 30D | +9.0% | +15.9% | -6.9% | +7.6% |
| 3M | -2.1% | -3.0% | +0.9% | -2.2% |
| 6M | +3.4% | -20.7% | +24.1% | +4.2% |
| YTD | +5.3% | +14.6% | -9.3% | +2.3% |
| 1Y | +16.2% | -7.1% | +23.2% | +14.7% |
| 3Y | +94.8% | +189.4% | -94.6% | +57.4% |
| All | +94.8% | +195.6% | -100.8% | +57.4% |
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