+14,390.4%
NTAP vs TD
+7,879.0%
+6,511.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.0% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | -0.5% | +0.4% | -0.9% | -0.8% |
| 3M | +4.1% | +7.6% | -3.6% | -0.9% |
| 6M | +88.0% | +25.0% | +63.0% | +61.8% |
| YTD | +75.6% | +31.0% | +44.6% | +46.7% |
| 1Y | +58.9% | +65.2% | -6.3% | +14.3% |
| 3Y | +153.6% | +122.5% | +31.1% | +47.4% |
| 5Y | +127.6% | +124.8% | +2.8% | +29.9% |
| 10Y | +580.4% | +298.2% | +282.2% | +165.0% |
| All | +14,390.4% | +7,879.0% | +6,511.4% | +1,159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling