+90.7%
NTR vs TENB
-9.4%
+100.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.5% |
| 7D | -1.3% | -12.1% | +10.8% | +0.5% |
| 30D | +16.8% | -18.6% | +35.4% | +19.7% |
| 3M | +20.7% | +12.1% | +8.7% | +17.2% |
| 6M | +0.5% | +46.8% | -46.3% | -7.2% |
| YTD | +29.2% | +28.0% | +1.2% | +21.3% |
| 1Y | +39.6% | -1.4% | +41.0% | +36.8% |
| 3Y | +37.9% | -33.9% | +71.8% | +41.9% |
| 5Y | +47.1% | -34.6% | +81.7% | +45.1% |
| All | +90.7% | -9.4% | +100.1% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling