-49.3%
TE vs NTR
+45.7%
-95.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +0.2% | -1.3% | +1.5% | +0.8% |
| 30D | -5.9% | +16.8% | -22.7% | -11.5% |
| 3M | -45.6% | +20.7% | -66.3% | -50.1% |
| 6M | -43.4% | +0.5% | -43.9% | -44.5% |
| YTD | -31.0% | +29.2% | -60.2% | -40.2% |
| 1Y | +145.2% | +39.6% | +105.6% | +103.3% |
| 3Y | -24.1% | +37.9% | -61.9% | -37.6% |
| All | -49.3% | +45.7% | -95.0% | -61.7% |
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