+130.3%
TT vs NXT
+246.1%
-115.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -3.0% | +1.7% |
| 7D | -2.0% | +32.2% | -34.2% | -5.8% |
| 30D | -14.0% | +21.9% | -35.9% | -16.5% |
| 3M | -15.9% | +6.6% | -22.4% | -17.0% |
| 6M | -17.3% | -16.8% | -0.5% | -16.5% |
| YTD | +4.0% | +20.4% | -16.5% | -0.1% |
| 1Y | -7.1% | -1.5% | -5.6% | -8.9% |
| 3Y | +90.2% | +182.4% | -92.1% | +61.8% |
| All | +130.3% | +246.1% | -115.8% | +87.9% |
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