+7,056.0%
TDY vs NTRS
+600.6%
+6,455.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.7% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | -12.0% | -0.7% | -11.4% | -11.8% |
| 3M | -3.2% | +11.3% | -14.5% | -8.0% |
| 6M | -7.9% | +35.5% | -43.4% | -20.0% |
| YTD | +18.2% | +40.6% | -22.4% | +0.5% |
| 1Y | +6.7% | +49.2% | -42.6% | -11.8% |
| 3Y | +47.5% | +167.2% | -119.7% | -8.5% |
| 5Y | +39.5% | +94.9% | -55.4% | -3.6% |
| 10Y | +477.2% | +259.5% | +217.7% | +189.8% |
| All | +7,056.0% | +600.6% | +6,455.5% | +2,390.8% |
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