+141.1%
TT vs NXT
+246.1%
-105.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +1.7% | +15.1% | -13.4% | -0.2% |
| 30D | -11.8% | +21.8% | -33.6% | -14.4% |
| 3M | -12.6% | +1.6% | -14.2% | -13.2% |
| 6M | -9.4% | -16.7% | +7.3% | -8.5% |
| YTD | +8.8% | +20.4% | -11.6% | +4.6% |
| 1Y | -2.5% | +0.2% | -2.8% | -4.6% |
| 3Y | +95.7% | +208.7% | -113.0% | +65.0% |
| All | +141.1% | +246.1% | -105.0% | +96.7% |
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 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