+212.0%
NXT vs TD
+105.3%
+106.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -9.4% | +1.1% | -10.5% | -10.0% |
| 30D | +15.1% | +5.2% | +9.9% | +12.1% |
| 3M | -9.1% | +1.2% | -10.3% | -9.5% |
| 6M | -30.3% | +17.7% | -48.1% | -35.9% |
| YTD | +9.1% | +34.2% | -25.1% | -6.6% |
| 1Y | +7.9% | +55.4% | -47.6% | -14.5% |
| 3Y | +176.5% | +130.4% | +46.1% | +72.9% |
| All | +212.0% | +105.3% | +106.7% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling