+26.6%
TFC vs NXT
+181.9%
-155.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.3% |
| 7D | +2.2% | +2.9% | -0.6% | +1.9% |
| 30D | -2.5% | -17.2% | +14.8% | -0.6% |
| 3M | +4.5% | -32.0% | +36.5% | +8.4% |
| 6M | +11.0% | -15.8% | +26.7% | +11.1% |
| YTD | +5.9% | -1.9% | +7.8% | +3.4% |
| 1Y | +14.6% | +22.5% | -7.9% | +7.8% |
| 3Y | +96.7% | +100.5% | -3.8% | +60.4% |
| All | +26.6% | +181.9% | -155.3% | -10.5% |
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