+224.7%
TPR vs NXT
+208.8%
+15.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | +0.6% |
| 7D | -1.1% | -6.0% | +4.9% | -0.2% |
| 30D | +15.1% | +5.4% | +9.7% | +13.4% |
| 3M | -13.4% | -9.7% | -3.7% | -12.8% |
| 6M | +1.4% | -25.3% | +26.7% | +4.0% |
| YTD | +4.8% | +7.5% | -2.7% | -0.9% |
| 1Y | +29.2% | -3.0% | +32.2% | +24.4% |
| 3Y | +403.7% | +171.4% | +232.3% | +271.2% |
| All | +224.7% | +208.8% | +15.9% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling