+814.3%
TTMI vs NXT
+171.8%
+642.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.3% | -2.7% |
| 7D | +7.5% | -0.2% | +7.7% | +7.6% |
| 30D | -4.5% | -20.0% | +15.5% | +3.2% |
| 3M | -28.5% | -30.9% | +2.4% | -18.8% |
| 6M | +28.4% | -23.8% | +52.2% | +40.2% |
| YTD | +80.1% | -5.4% | +85.5% | +84.5% |
| 1Y | +161.0% | +28.0% | +133.0% | +150.4% |
| 3Y | +862.4% | +93.3% | +769.1% | +693.6% |
| All | +814.3% | +171.8% | +642.5% | +596.3% |
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