+127.9%
NTAP vs TD
+101.4%
+26.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.2% | +1.1% | +6.1% | +6.6% |
| 30D | -18.4% | +5.2% | -23.6% | -20.2% |
| 3M | -11.3% | +1.2% | -12.5% | -11.8% |
| 6M | +53.8% | +17.7% | +36.0% | +41.5% |
| YTD | +72.0% | +34.2% | +37.7% | +47.5% |
| 1Y | +68.0% | +55.4% | +12.6% | +33.5% |
| 3Y | +149.5% | +130.4% | +19.1% | +58.0% |
| All | +127.9% | +101.4% | +26.6% | +60.7% |
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