+233.1%
TPR vs NXT
+246.1%
-12.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +12.7% | +15.1% | -2.4% | +9.8% |
| 30D | +17.1% | +21.8% | -4.7% | +12.6% |
| 3M | -15.9% | +1.6% | -17.5% | -16.8% |
| 6M | +2.6% | -16.7% | +19.3% | +3.5% |
| YTD | +7.5% | +20.4% | -12.9% | -0.1% |
| 1Y | +32.9% | +0.2% | +32.7% | +27.6% |
| 3Y | +413.8% | +208.7% | +205.2% | +270.8% |
| All | +233.1% | +246.1% | -12.9% | +127.5% |
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