-72.0%
TTD vs NXT
+10.5%
-82.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.1% | -8.2% | +3.3% |
| 7D | +3.7% | +30.0% | -26.3% | +4.9% |
| 30D | +10.4% | +28.6% | -18.2% | +11.7% |
| 3M | -31.6% | +8.4% | -40.0% | -31.5% |
| 6M | -45.1% | -8.7% | -36.4% | -45.3% |
| YTD | -65.1% | +22.5% | -87.6% | -66.2% |
| 1Y | -72.0% | +6.9% | -78.9% | -72.3% |
| All | -72.0% | +10.5% | -82.5% | -72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling