+92.7%
NXT vs TD
+123.9%
-31.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | -0.2% | -1.9% | +1.7% | +0.9% |
| 30D | -20.0% | -1.6% | -18.4% | -19.2% |
| 3M | -30.9% | +4.6% | -35.6% | -32.6% |
| 6M | -23.8% | +26.8% | -50.6% | -32.5% |
| YTD | -5.4% | +28.3% | -33.8% | -17.0% |
| 1Y | +28.0% | +60.4% | -32.4% | -0.1% |
| All | +92.7% | +123.9% | -31.2% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling