+1,862.1%
T vs NTRS
+7,716.8%
-5,854.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -2.4% | +0.3% | -2.8% | -2.5% |
| 30D | +4.3% | +0.2% | +4.1% | +4.2% |
| 3M | +11.6% | +13.2% | -1.7% | +7.5% |
| 6M | -5.6% | +36.9% | -42.5% | -14.3% |
| YTD | +6.6% | +39.1% | -32.5% | -4.1% |
| 1Y | -8.4% | +50.4% | -58.8% | -19.6% |
| 3Y | +107.8% | +166.8% | -58.9% | +50.9% |
| 5Y | +68.3% | +92.9% | -24.6% | +31.5% |
| 10Y | +71.1% | +255.7% | -184.5% | +8.0% |
| All | +1,862.1% | +7,716.8% | -5,854.7% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling