+399.5%
TPR vs NXT
+191.6%
+207.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +6.4% | -5.7% | +12.1% | +7.2% |
| 30D | +13.8% | +18.5% | -4.8% | +10.1% |
| 3M | -16.6% | -4.1% | -12.5% | -16.7% |
| 6M | +0.7% | -20.3% | +21.0% | +2.3% |
| YTD | +5.3% | +15.5% | -10.1% | -1.2% |
| 1Y | +32.4% | -5.0% | +37.3% | +28.3% |
| All | +399.5% | +191.6% | +207.8% | +250.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling