+458.5%
TDG vs NTR
+97.9%
+360.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.9% | -1.3% | -0.6% | -1.4% |
| 30D | -7.7% | +16.8% | -24.5% | -13.0% |
| 3M | -9.3% | +20.7% | -30.1% | -16.1% |
| 6M | -9.4% | +0.5% | -9.9% | -11.2% |
| YTD | -14.3% | +29.2% | -43.4% | -24.7% |
| 1Y | -11.8% | +39.6% | -51.4% | -25.6% |
| 3Y | +52.0% | +37.9% | +14.1% | +24.7% |
| 5Y | +128.8% | +47.1% | +81.8% | +56.6% |
| All | +458.5% | +97.9% | +360.5% | +163.9% |
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