+155.7%
TT vs NXT
+181.9%
-26.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +1.6% | +2.9% | -1.3% | +1.2% |
| 30D | -7.3% | -17.2% | +9.9% | -5.1% |
| 3M | -2.6% | -32.0% | +29.4% | +1.9% |
| 6M | +5.9% | -15.8% | +21.6% | +7.1% |
| YTD | +15.4% | -1.9% | +17.3% | +14.4% |
| 1Y | +8.2% | +22.5% | -14.2% | +4.2% |
| 3Y | +122.7% | +100.5% | +22.1% | +98.5% |
| All | +155.7% | +181.9% | -26.2% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling