+124.3%
TDG vs NTRS
+93.2%
+31.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -1.9% | +1.4% | -3.2% | -2.4% |
| 30D | -7.7% | -0.7% | -7.1% | -7.5% |
| 3M | -9.3% | +11.3% | -20.6% | -13.1% |
| 6M | -9.4% | +35.5% | -44.9% | -19.8% |
| YTD | -14.3% | +40.6% | -54.8% | -25.5% |
| 1Y | -11.8% | +49.2% | -61.0% | -25.5% |
| 3Y | +52.0% | +167.2% | -115.3% | -2.6% |
| All | +124.3% | +93.2% | +31.1% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling