+225.1%
TPR vs NXT
+246.1%
-21.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.4% | -1.9% |
| 7D | +14.2% | +32.2% | -18.0% | +8.6% |
| 30D | +17.1% | +21.9% | -4.8% | +12.7% |
| 3M | -17.7% | +6.6% | -24.3% | -19.3% |
| 6M | -10.2% | -16.8% | +6.6% | -9.3% |
| YTD | +4.9% | +20.4% | -15.5% | -2.5% |
| 1Y | +36.1% | -1.5% | +37.7% | +31.1% |
| 3Y | +416.5% | +182.4% | +234.1% | +279.3% |
| All | +225.1% | +246.1% | -21.0% | +122.0% |
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