+124.7%
TD vs NTRS
+168.2%
-43.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.5% | +1.4% | -1.9% | -0.9% |
| 30D | -1.9% | -0.7% | -1.2% | -1.7% |
| 3M | +4.8% | +11.3% | -6.6% | +1.7% |
| 6M | +28.0% | +35.5% | -7.5% | +17.4% |
| YTD | +30.3% | +40.6% | -10.3% | +18.2% |
| 1Y | +59.8% | +49.2% | +10.6% | +42.6% |
| 3Y | +124.7% | +167.2% | -42.5% | +58.2% |
| All | +124.7% | +168.2% | -43.5% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling