+112.3%
TRV vs NXT
+168.4%
-56.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.5% |
| 7D | -1.5% | -2.6% | +1.1% | -1.5% |
| 30D | -1.8% | -22.4% | +20.6% | -2.2% |
| 3M | +21.6% | -27.3% | +48.9% | +21.0% |
| 6M | +22.5% | -28.5% | +50.9% | +21.8% |
| YTD | +28.1% | -6.6% | +34.8% | +27.5% |
| 1Y | +37.0% | +20.4% | +16.7% | +36.2% |
| 3Y | +141.9% | +90.9% | +51.0% | +140.7% |
| All | +112.3% | +168.4% | -56.1% | +104.7% |
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