+216.4%
TER vs NTRS
+93.2%
+123.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.9% |
| 7D | +6.4% | +1.4% | +5.0% | +5.3% |
| 30D | -5.7% | -0.7% | -5.0% | -5.3% |
| 3M | -0.4% | +11.3% | -11.7% | -7.5% |
| 6M | +25.8% | +35.5% | -9.7% | +3.1% |
| YTD | +96.4% | +40.6% | +55.8% | +57.1% |
| 1Y | +229.2% | +49.2% | +180.0% | +153.8% |
| 3Y | +288.1% | +167.2% | +120.9% | +106.7% |
| All | +216.4% | +93.2% | +123.2% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling