+288.1%
TER vs NTRS
+168.2%
+120.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.8% |
| 7D | +6.4% | +1.4% | +5.0% | +5.2% |
| 30D | -5.7% | -0.7% | -5.0% | -5.3% |
| 3M | -0.4% | +11.3% | -11.7% | -8.4% |
| 6M | +25.8% | +35.5% | -9.7% | +0.6% |
| YTD | +96.4% | +40.6% | +55.8% | +52.8% |
| 1Y | +229.2% | +49.2% | +180.0% | +145.9% |
| 3Y | +288.1% | +167.2% | +120.9% | +99.2% |
| All | +288.1% | +168.2% | +120.0% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling