+177.4%
NXT vs TD
+100.4%
+77.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +2.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | -15.3% | +0.4% | -15.7% | -15.5% |
| 3M | -43.8% | +7.6% | -51.4% | -46.0% |
| 6M | -18.7% | +25.0% | -43.7% | -27.7% |
| YTD | -3.0% | +31.0% | -34.0% | -16.0% |
| 1Y | +22.7% | +65.2% | -42.5% | -6.1% |
| 3Y | +95.9% | +122.5% | -26.6% | +24.4% |
| All | +177.4% | +100.4% | +77.0% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling