-71.9%
TTD vs NXT
+181.9%
-253.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.0% |
| 7D | +1.7% | +2.9% | -1.1% | +1.4% |
| 30D | +1.6% | -17.2% | +18.8% | +3.8% |
| 3M | -27.8% | -32.0% | +4.2% | -24.9% |
| 6M | -52.1% | -15.8% | -36.4% | -52.8% |
| YTD | -63.1% | -1.9% | -61.2% | -64.9% |
| 1Y | -73.1% | +22.5% | -95.5% | -75.8% |
| 3Y | -83.3% | +100.5% | -183.8% | -87.4% |
| All | -71.9% | +181.9% | -253.8% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling