+110.5%
TRV vs NXT
+181.9%
-71.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | +0.5% | +2.9% | -2.4% | +0.5% |
| 30D | -4.9% | -17.2% | +12.4% | -5.1% |
| 3M | +23.7% | -32.0% | +55.7% | +23.2% |
| 6M | +20.3% | -15.8% | +36.1% | +19.8% |
| YTD | +27.1% | -1.9% | +29.0% | +26.5% |
| 1Y | +35.3% | +22.5% | +12.8% | +34.7% |
| 3Y | +139.8% | +100.5% | +39.3% | +138.8% |
| All | +110.5% | +181.9% | -71.5% | +103.1% |
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