+47.4%
NTRS vs TCOM
-42.5%
+89.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -0.1% | -9.5% | +9.4% | +0.7% |
| 30D | +1.2% | -10.7% | +11.9% | +2.2% |
| 3M | +8.3% | -14.6% | +23.0% | +9.8% |
| 6M | +30.0% | -19.3% | +49.3% | +32.7% |
| YTD | +38.0% | -42.9% | +81.0% | +45.2% |
| 1Y | +47.4% | -43.8% | +91.2% | +55.1% |
| All | +47.4% | -42.5% | +89.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling