-56.1%
TTMI vs NXT
-36.3%
-19.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.7% |
| 7D | +11.4% | -9.4% | +20.8% | +17.1% |
| 30D | -28.3% | +15.1% | -43.4% | -33.7% |
| 3M | -46.7% | -9.1% | -37.6% | -43.9% |
| 6M | -56.1% | -30.3% | -25.8% | -51.1% |
| All | -56.1% | -36.3% | -19.8% | -51.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling