+479.1%
TTMI vs NXT
+231.9%
+247.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.7% |
| 7D | +7.2% | -5.7% | +13.0% | +9.9% |
| 30D | -28.7% | +18.5% | -47.2% | -32.9% |
| 3M | -39.8% | -4.1% | -35.7% | -39.2% |
| 6M | -51.7% | -20.3% | -31.4% | -48.8% |
| YTD | +14.1% | +15.5% | -1.4% | +8.6% |
| 1Y | +16.0% | -5.0% | +20.9% | +16.2% |
| 3Y | +452.7% | +191.6% | +261.0% | +311.5% |
| All | +479.1% | +231.9% | +247.2% | +310.1% |
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