+110.2%
T vs NTRS
+168.2%
-57.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | +1.5% | +1.4% | +0.1% | +1.4% |
| 30D | +7.5% | -0.7% | +8.1% | +7.5% |
| 3M | +14.8% | +11.3% | +3.5% | +13.6% |
| 6M | -1.7% | +35.5% | -37.3% | -5.0% |
| YTD | +8.7% | +40.6% | -31.9% | +4.2% |
| 1Y | -7.5% | +49.2% | -56.7% | -12.3% |
| 3Y | +110.2% | +167.2% | -57.0% | +77.1% |
| All | +110.2% | +168.2% | -57.9% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling