+851.8%
TTMI vs NXT
+181.9%
+669.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.6% |
| 7D | +12.2% | +2.9% | +9.3% | +11.1% |
| 30D | -5.7% | -17.2% | +11.5% | +0.7% |
| 3M | -27.5% | -32.0% | +4.5% | -17.4% |
| 6M | +47.1% | -15.8% | +62.9% | +56.0% |
| YTD | +87.5% | -1.9% | +89.4% | +89.6% |
| 1Y | +175.2% | +22.5% | +152.7% | +165.1% |
| 3Y | +901.9% | +100.5% | +801.4% | +715.7% |
| All | +851.8% | +181.9% | +669.9% | +615.7% |
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 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