+84.4%
NTR vs TW
+209.8%
-125.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -2.5% | -2.7% | +0.3% | -1.9% |
| 30D | +17.0% | -1.7% | +18.8% | +17.4% |
| 3M | +22.2% | +1.6% | +20.6% | +21.3% |
| 6M | +5.2% | -17.7% | +22.9% | +9.3% |
| YTD | +29.7% | -4.3% | +34.0% | +29.7% |
| 1Y | +39.4% | -13.1% | +52.5% | +42.6% |
| 3Y | +38.2% | +20.3% | +17.9% | +27.5% |
| 5Y | +47.6% | +22.0% | +25.7% | +32.4% |
| All | +84.4% | +209.8% | -125.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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