+7.6%
TMO vs NXT
+171.8%
-164.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +1.0% | -20.0% | +21.0% | +2.0% |
| 3M | +22.7% | -30.9% | +53.7% | +24.6% |
| 6M | +19.0% | -23.8% | +42.8% | +19.3% |
| YTD | +4.7% | -5.4% | +10.2% | +3.1% |
| 1Y | +26.0% | +28.0% | -2.0% | +20.8% |
| 3Y | +18.0% | +93.3% | -75.3% | +6.8% |
| All | +7.6% | +171.8% | -164.1% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling