+226.5%
TPR vs NXT
+231.9%
-5.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +6.4% | -5.7% | +12.1% | +7.3% |
| 30D | +13.8% | +18.5% | -4.8% | +9.9% |
| 3M | -16.6% | -4.1% | -12.5% | -16.8% |
| 6M | +0.7% | -20.3% | +21.0% | +2.3% |
| YTD | +5.3% | +15.5% | -10.1% | -1.4% |
| 1Y | +32.4% | -5.0% | +37.3% | +28.1% |
| 3Y | +406.4% | +191.6% | +214.7% | +269.0% |
| All | +226.5% | +231.9% | -5.4% | +124.4% |
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 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