+148.6%
TE vs NTRS
+46.5%
+102.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.8% |
| 7D | -4.0% | -0.1% | -3.9% | -3.8% |
| 30D | -15.9% | +1.2% | -17.1% | -17.3% |
| 3M | -60.5% | +8.3% | -68.9% | -63.7% |
| 6M | -35.2% | +30.0% | -65.2% | -50.4% |
| YTD | -31.1% | +38.0% | -69.2% | -50.2% |
| 1Y | +148.6% | +47.4% | +101.3% | +71.8% |
| All | +148.6% | +46.5% | +102.2% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling