+79.3%
TDG vs NXT
+181.9%
-102.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | -0.9% | +2.9% | -3.8% | -1.0% |
| 30D | -6.5% | -17.2% | +10.7% | -5.8% |
| 3M | -5.1% | -32.0% | +26.9% | -3.6% |
| 6M | -11.5% | -15.8% | +4.2% | -11.3% |
| YTD | -13.9% | -1.9% | -12.0% | -14.6% |
| 1Y | -11.5% | +22.5% | -33.9% | -13.6% |
| 3Y | +53.7% | +100.5% | -46.9% | +42.3% |
| All | +79.3% | +181.9% | -102.6% | +55.3% |
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