-25.1%
TGT vs NTR
+45.7%
-70.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -5.2% | -1.3% | -4.0% | -5.0% |
| 30D | +1.2% | +16.8% | -15.6% | -1.8% |
| 3M | +18.4% | +20.7% | -2.4% | +13.9% |
| 6M | +33.4% | +0.5% | +32.9% | +32.6% |
| YTD | +63.8% | +29.2% | +34.6% | +53.5% |
| 1Y | +77.2% | +39.6% | +37.6% | +62.7% |
| 3Y | +41.8% | +37.9% | +3.9% | +28.2% |
| All | -25.1% | +45.7% | -70.8% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling