+3.6%
TGT vs NXT
+168.4%
-164.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -5.0% | -2.6% | -2.5% | -4.8% |
| 30D | +3.0% | -22.4% | +25.5% | +5.1% |
| 3M | +22.6% | -27.3% | +50.0% | +25.2% |
| 6M | +31.2% | -28.5% | +59.7% | +32.9% |
| YTD | +63.7% | -6.6% | +70.3% | +60.7% |
| 1Y | +78.5% | +20.4% | +58.1% | +69.7% |
| 3Y | +40.5% | +90.9% | -50.4% | +21.4% |
| All | +3.6% | +168.4% | -164.8% | -13.5% |
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