+186.8%
TD vs NTR
+103.7%
+83.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -1.9% | +0.5% | -2.5% | -2.1% |
| 30D | -1.6% | +21.7% | -23.3% | -7.8% |
| 3M | +4.6% | +22.8% | -18.1% | -2.6% |
| 6M | +26.8% | +8.2% | +18.6% | +21.9% |
| YTD | +28.3% | +32.9% | -4.6% | +14.1% |
| 1Y | +60.4% | +45.3% | +15.1% | +37.2% |
| 3Y | +125.7% | +41.7% | +84.1% | +90.3% |
| 5Y | +122.4% | +49.8% | +72.5% | +64.5% |
| All | +186.8% | +103.7% | +83.1% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling