+126.9%
TD vs NTR
+45.7%
+81.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.5% | -1.3% | +0.7% | -0.3% |
| 30D | -1.9% | +16.8% | -18.7% | -4.8% |
| 3M | +4.8% | +20.7% | -16.0% | +0.8% |
| 6M | +28.0% | +0.5% | +27.5% | +27.1% |
| YTD | +30.3% | +29.2% | +1.1% | +22.0% |
| 1Y | +59.8% | +39.6% | +20.2% | +46.4% |
| 3Y | +124.7% | +37.9% | +86.8% | +103.2% |
| All | +126.9% | +45.7% | +81.1% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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