+124.3%
TDG vs NTAP
+140.4%
-16.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.5% | -7.3% | -0.8% |
| 7D | -1.9% | +7.4% | -9.2% | -3.6% |
| 30D | -7.7% | -1.4% | -6.3% | -7.5% |
| 3M | -9.3% | +24.6% | -33.9% | -14.5% |
| 6M | -9.4% | +105.9% | -115.3% | -27.3% |
| YTD | -14.3% | +88.5% | -102.8% | -29.7% |
| 1Y | -11.8% | +62.1% | -73.9% | -24.3% |
| 3Y | +52.0% | +169.1% | -117.1% | +1.6% |
| All | +124.3% | +140.4% | -16.1% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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