+288.1%
TER vs NTR
+36.8%
+251.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.6% |
| 7D | +6.4% | -1.3% | +7.6% | +6.6% |
| 30D | -5.7% | +16.8% | -22.5% | -8.5% |
| 3M | -0.4% | +20.7% | -21.1% | -4.2% |
| 6M | +25.8% | +0.5% | +25.3% | +25.0% |
| YTD | +96.4% | +29.2% | +67.2% | +82.2% |
| 1Y | +229.2% | +39.6% | +189.6% | +197.5% |
| 3Y | +288.1% | +37.9% | +250.2% | +233.2% |
| All | +288.1% | +36.8% | +251.4% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling