+2,628.6%
TFC vs NTRS
+7,716.8%
-5,088.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.5% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -2.8% | +0.2% | -3.0% | -2.9% |
| 3M | +2.1% | +13.2% | -11.1% | -5.7% |
| 6M | +10.1% | +36.9% | -26.8% | -10.4% |
| YTD | +5.4% | +39.1% | -33.7% | -15.3% |
| 1Y | +16.3% | +50.4% | -34.1% | -11.2% |
| 3Y | +95.9% | +166.8% | -70.9% | +3.2% |
| 5Y | +16.0% | +92.9% | -76.9% | -25.6% |
| 10Y | +97.9% | +255.7% | -157.8% | -10.3% |
| All | +2,628.6% | +7,716.8% | -5,088.2% | +424.2% |
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 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