+199.0%
TPR vs NXT
+178.8%
+20.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -2.3% | -1.1% | -1.2% | -2.1% |
| 30D | -23.0% | -15.3% | -7.6% | -21.0% |
| 3M | -12.5% | -43.8% | +31.3% | -4.1% |
| 6M | -21.4% | -18.7% | -2.8% | -20.5% |
| YTD | -3.5% | -3.0% | -0.5% | -6.3% |
| 1Y | +17.4% | +22.7% | -5.4% | +7.9% |
| 3Y | +291.3% | +95.9% | +195.3% | +210.2% |
| All | +199.0% | +178.8% | +20.3% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling