+29.5%
TPR vs NXT
-8.4%
+37.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.1% |
| 7D | +12.1% | +4.0% | +8.1% | +11.3% |
| 30D | +16.7% | +15.9% | +0.8% | +14.3% |
| 3M | -17.4% | -3.0% | -14.4% | -17.4% |
| 6M | +2.3% | -20.7% | +23.0% | +3.7% |
| YTD | +7.1% | +14.6% | -7.5% | +1.6% |
| 1Y | +29.5% | -7.1% | +36.6% | +27.4% |
| All | +29.5% | -8.4% | +37.9% | +27.4% |
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 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