-30.6%
TTD vs NXT
-17.1%
-13.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | 0.0% | +15.5% | +15.5% |
| 7D | +19.0% | +15.1% | +3.9% | +19.2% |
| 30D | +23.6% | +21.8% | +1.8% | +23.9% |
| 3M | +8.2% | +1.6% | +6.6% | +7.0% |
| All | -30.6% | -17.1% | -13.6% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling