-72.2%
TTD vs NXT
+171.8%
-243.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.6% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | +3.7% | -20.0% | +23.6% | +6.3% |
| 3M | -30.2% | -30.9% | +0.7% | -27.6% |
| 6M | -51.4% | -23.8% | -27.6% | -51.3% |
| YTD | -63.4% | -5.4% | -58.0% | -65.1% |
| 1Y | -73.5% | +28.0% | -101.6% | -76.5% |
| 3Y | -83.5% | +93.3% | -176.8% | -87.5% |
| All | -72.2% | +171.8% | -243.9% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling