-11.5%
TLT vs NXT
+213.5%
-225.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.5% |
| 7D | -3.1% | -9.4% | +6.3% | -2.9% |
| 30D | +1.0% | +15.1% | -14.1% | +0.7% |
| 3M | -2.7% | -9.1% | +6.4% | -2.6% |
| 6M | -4.1% | -30.3% | +26.2% | -3.6% |
| YTD | -5.4% | +9.1% | -14.4% | -6.0% |
| 1Y | -7.0% | +7.9% | -14.9% | -7.7% |
| 3Y | +2.8% | +176.5% | -173.7% | -2.2% |
| All | -11.5% | +213.5% | -225.0% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling