+824.2%
TTMI vs NXT
+178.8%
+645.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.7% | +8.4% |
| 7D | +5.9% | -1.1% | +7.0% | +6.2% |
| 30D | -4.3% | -15.3% | +11.0% | +1.3% |
| 3M | -32.0% | -43.8% | +11.7% | -18.0% |
| 6M | +19.5% | -18.7% | +38.1% | +28.1% |
| YTD | +82.0% | -3.0% | +85.0% | +84.8% |
| 1Y | +172.6% | +22.7% | +149.9% | +162.9% |
| 3Y | +744.7% | +95.9% | +648.7% | +591.3% |
| All | +824.2% | +178.8% | +645.4% | +597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling