-70.1%
TTD vs NXT
+246.1%
-316.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | 0.0% | +15.5% | +15.5% |
| 7D | +19.0% | +15.1% | +3.9% | +16.9% |
| 30D | +23.6% | +21.8% | +1.8% | +20.5% |
| 3M | +8.2% | +1.6% | +6.6% | +7.5% |
| 6M | -35.3% | -16.7% | -18.6% | -35.0% |
| YTD | -60.7% | +20.4% | -81.1% | -63.7% |
| 1Y | -65.3% | +0.2% | -65.5% | -66.9% |
| 3Y | -80.6% | +208.7% | -289.2% | -86.7% |
| All | -70.1% | +246.1% | -316.1% | -82.4% |
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