+195.7%
TGT vs NTR
+98.7%
+97.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.6% |
| 7D | -5.0% | -2.5% | -2.6% | -4.6% |
| 30D | +3.0% | +17.0% | -14.0% | -0.4% |
| 3M | +22.6% | +22.2% | +0.4% | +17.1% |
| 6M | +31.2% | +5.2% | +26.0% | +28.8% |
| YTD | +63.7% | +29.7% | +34.0% | +52.6% |
| 1Y | +78.5% | +39.4% | +39.1% | +63.1% |
| 3Y | +40.5% | +38.2% | +2.3% | +26.7% |
| 5Y | -25.6% | +47.6% | -73.2% | -36.1% |
| All | +195.7% | +98.7% | +97.1% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling