-5.6%
TLT vs NXT
+10.5%
-16.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.1% | -10.3% | +0.7% |
| 7D | +1.0% | +30.0% | -29.0% | +0.6% |
| 30D | +6.0% | +28.6% | -22.6% | +5.7% |
| 3M | -0.9% | +8.4% | -9.3% | -1.1% |
| 6M | -2.3% | -8.7% | +6.5% | -2.3% |
| YTD | -3.3% | +22.5% | -25.8% | -3.0% |
| 1Y | -5.6% | +6.9% | -12.5% | -5.4% |
| All | -5.6% | +10.5% | -16.1% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling