+12,759.1%
TDG vs NTAP
+639.8%
+12,119.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | -2.4% | +2.2% | -4.6% | -3.1% |
| 30D | -8.0% | -7.0% | -1.0% | -6.0% |
| 3M | -10.5% | +12.3% | -22.8% | -14.2% |
| 6M | -11.9% | +85.1% | -97.0% | -29.5% |
| YTD | -15.4% | +74.8% | -90.1% | -31.4% |
| 1Y | -14.2% | +52.7% | -66.9% | -27.6% |
| 3Y | +51.0% | +147.7% | -96.6% | +4.6% |
| 5Y | +126.5% | +124.8% | +1.7% | +60.0% |
| 10Y | +535.6% | +589.7% | -54.2% | +192.9% |
| All | +12,759.1% | +639.8% | +12,119.3% | +4,063.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling