+779.2%
TER vs NTR
+103.6%
+675.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.7% |
| 7D | +11.0% | +3.8% | +7.1% | +9.4% |
| 30D | -1.9% | +25.2% | -27.1% | -10.1% |
| 3M | -0.7% | +21.0% | -21.7% | -8.2% |
| 6M | +36.4% | +7.6% | +28.8% | +30.3% |
| YTD | +92.4% | +32.9% | +59.6% | +68.3% |
| 1Y | +213.5% | +43.1% | +170.5% | +164.3% |
| 3Y | +277.2% | +41.6% | +235.6% | +210.6% |
| 5Y | +219.1% | +54.8% | +164.4% | +127.2% |
| All | +779.2% | +103.6% | +675.6% | +430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling