+15,250.0%
TER vs NTRS
+7,612.4%
+7,637.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +12.4% | +0.9% | +11.5% | +11.7% |
| 30D | +5.1% | -1.2% | +6.4% | +5.9% |
| 3M | +4.0% | +8.8% | -4.8% | -0.9% |
| 6M | +29.5% | +34.7% | -5.2% | +9.5% |
| YTD | +98.5% | +37.2% | +61.2% | +66.1% |
| 1Y | +234.1% | +46.3% | +187.7% | +169.7% |
| 3Y | +289.0% | +163.2% | +125.8% | +123.0% |
| 5Y | +228.2% | +86.9% | +141.2% | +123.0% |
| 10Y | +1,895.7% | +250.9% | +1,644.8% | +806.7% |
| All | +15,250.0% | +7,612.4% | +7,637.6% | +1,317.0% |
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