+65.9%
T vs NTR
+97.9%
-32.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | +7.5% | +16.8% | -9.3% | +4.3% |
| 3M | +14.8% | +20.7% | -5.9% | +10.6% |
| 6M | -1.7% | +0.5% | -2.3% | -2.4% |
| YTD | +8.7% | +29.2% | -20.5% | +2.5% |
| 1Y | -7.5% | +39.6% | -47.1% | -14.4% |
| 3Y | +110.2% | +37.9% | +72.4% | +92.4% |
| 5Y | +71.6% | +47.1% | +24.6% | +44.8% |
| All | +65.9% | +97.9% | -32.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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