+90.2%
NTR vs TDY
+232.0%
-141.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | -1.3% | -1.1% | -0.2% | -0.8% |
| 30D | +16.8% | -12.0% | +28.8% | +23.6% |
| 3M | +20.7% | -3.2% | +23.9% | +21.8% |
| 6M | +0.5% | -7.9% | +8.4% | +3.2% |
| YTD | +29.2% | +18.2% | +11.0% | +16.9% |
| 1Y | +39.6% | +6.7% | +32.9% | +32.5% |
| 3Y | +37.9% | +47.5% | -9.7% | +8.6% |
| 5Y | +47.1% | +39.5% | +7.6% | +16.7% |
| All | +90.2% | +232.0% | -141.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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