-68.0%
TTD vs NXT
+231.9%
-299.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.9% | +3.5% |
| 7D | +20.8% | -5.7% | +26.5% | +21.6% |
| 30D | +33.8% | +18.5% | +15.3% | +30.8% |
| 3M | +17.8% | -4.1% | +21.9% | +17.9% |
| 6M | -25.7% | -20.3% | -5.4% | -25.0% |
| YTD | -57.9% | +15.5% | -73.4% | -61.0% |
| 1Y | -63.8% | -5.0% | -58.9% | -65.3% |
| 3Y | -75.0% | +191.6% | -266.7% | -82.7% |
| All | -68.0% | +231.9% | -299.8% | -81.1% |
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