+149.3%
NTRS vs TW
+206.7%
-57.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.4% | -4.5% | +5.9% | +2.5% |
| 30D | -0.7% | -2.3% | +1.6% | -0.1% |
| 3M | +11.3% | +2.6% | +8.7% | +9.8% |
| 6M | +35.5% | -17.5% | +53.1% | +41.5% |
| YTD | +40.6% | -5.3% | +45.9% | +40.5% |
| 1Y | +49.2% | -14.8% | +64.0% | +53.5% |
| 3Y | +167.2% | +18.8% | +148.4% | +143.6% |
| 5Y | +94.9% | +20.7% | +74.2% | +71.9% |
| All | +149.3% | +206.7% | -57.4% | +73.7% |
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