+10.7%
TTMI vs NXT
+10.5%
+0.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +11.1% | -21.2% | -16.2% |
| 7D | -19.2% | +30.0% | -49.2% | -32.3% |
| 30D | -44.9% | +28.6% | -73.5% | -52.8% |
| 3M | -44.7% | +8.4% | -53.1% | -47.9% |
| 6M | -53.4% | -8.7% | -44.7% | -53.7% |
| YTD | +6.3% | +22.5% | -16.1% | -16.4% |
| 1Y | +10.7% | +6.9% | +3.8% | -4.5% |
| All | +10.7% | +10.5% | +0.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling