+8.4%
TMO vs NXT
+173.5%
-165.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.6% | -1.9% | +1.3% | -0.6% |
| 30D | +1.1% | -20.0% | +21.2% | +2.2% |
| 3M | +28.3% | -30.7% | +59.1% | +30.3% |
| 6M | +23.3% | -29.0% | +52.2% | +24.2% |
| YTD | +5.5% | -4.8% | +10.3% | +3.8% |
| 1Y | +24.5% | +22.8% | +1.7% | +19.8% |
| 3Y | +19.6% | +93.9% | -74.4% | +8.2% |
| All | +8.4% | +173.5% | -165.1% | -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 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