-53.1%
TE vs NTRS
+114.2%
-167.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +0.2% | +1.4% | -1.2% | -0.5% |
| 30D | -5.9% | -0.7% | -5.3% | -5.7% |
| 3M | -45.6% | +11.3% | -56.9% | -48.3% |
| 6M | -43.4% | +35.5% | -78.9% | -50.7% |
| YTD | -31.0% | +40.6% | -71.6% | -40.6% |
| 1Y | +145.2% | +49.2% | +96.0% | +106.2% |
| 3Y | -24.1% | +167.2% | -191.3% | -47.8% |
| 5Y | -48.1% | +94.9% | -143.1% | -62.4% |
| All | -53.1% | +114.2% | -167.3% | -65.9% |
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