+124.8%
NTAP vs TD
+123.1%
+1.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | +2.2% | -1.9% | +4.1% | +3.2% |
| 30D | -7.0% | -1.6% | -5.4% | -6.3% |
| 3M | +12.3% | +4.6% | +7.7% | +9.6% |
| 6M | +85.1% | +26.8% | +58.3% | +63.1% |
| YTD | +74.8% | +28.3% | +46.4% | +53.0% |
| 1Y | +52.7% | +60.4% | -7.8% | +18.9% |
| 3Y | +147.7% | +125.7% | +21.9% | +57.3% |
| 5Y | +124.8% | +122.4% | +2.4% | +40.7% |
| All | +124.8% | +123.1% | +1.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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