-4.2%
TLT vs NXT
+18.1%
-22.3%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | 0.0% | -20.0% | +19.9% | +0.1% |
| 3M | -2.9% | -30.9% | +28.1% | -2.7% |
| 6M | -6.3% | -23.8% | +17.6% | -5.8% |
| YTD | -3.3% | -5.4% | +2.1% | -2.5% |
| 1Y | -4.2% | +28.0% | -32.3% | -3.0% |
| All | -4.2% | +18.1% | -22.3% | -3.0% |
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