+25.9%
TFC vs NXT
+229.3%
-203.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.4% |
| 7D | +1.7% | +4.0% | -2.2% | +1.2% |
| 30D | +9.0% | +15.9% | -6.9% | +7.0% |
| 3M | -2.1% | -3.0% | +0.9% | -2.3% |
| 6M | +3.4% | -20.7% | +24.1% | +4.6% |
| YTD | +5.3% | +14.6% | -9.3% | +0.8% |
| 1Y | +16.2% | -7.1% | +23.2% | +13.9% |
| 3Y | +94.8% | +189.4% | -94.6% | +47.7% |
| All | +25.9% | +229.3% | -203.4% | -12.9% |
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 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