+167.1%
NXT vs TD
+97.9%
+69.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.7% |
| 7D | -2.6% | -2.6% | 0.0% | -1.2% |
| 30D | -22.4% | -1.0% | -21.4% | -22.0% |
| 3M | -27.3% | +5.6% | -33.0% | -29.5% |
| 6M | -28.5% | +27.1% | -55.6% | -36.9% |
| YTD | -6.6% | +29.4% | -36.0% | -18.6% |
| 1Y | +20.4% | +60.7% | -40.3% | -6.5% |
| 3Y | +90.9% | +127.6% | -36.7% | +19.6% |
| All | +167.1% | +97.9% | +69.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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