+68.3%
T vs NTR
+45.0%
+23.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +1.8% |
| 7D | -2.4% | -2.5% | 0.0% | -2.2% |
| 30D | +4.3% | +17.0% | -12.7% | +2.6% |
| 3M | +11.6% | +22.2% | -10.6% | +9.2% |
| 6M | -5.6% | +5.2% | -10.8% | -6.3% |
| YTD | +6.6% | +29.7% | -23.1% | +3.1% |
| 1Y | -8.4% | +39.4% | -47.8% | -12.2% |
| 3Y | +107.8% | +38.2% | +69.7% | +98.0% |
| 5Y | +68.3% | +47.6% | +20.7% | +51.4% |
| All | +68.3% | +45.0% | +23.3% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling