+29.9%
TPR vs NXT
-3.7%
+33.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +12.7% | +15.1% | -2.4% | +10.8% |
| 30D | +17.1% | +21.8% | -4.7% | +14.2% |
| 3M | -15.9% | +1.6% | -17.5% | -16.3% |
| 6M | +2.6% | -16.7% | +19.3% | +3.5% |
| YTD | +7.5% | +20.4% | -12.9% | +1.5% |
| All | +29.9% | -3.7% | +33.6% | +27.2% |
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