+203.6%
TGT vs NTRS
+259.9%
-56.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -5.2% | +1.4% | -6.6% | -5.7% |
| 30D | +1.2% | -0.7% | +1.8% | +1.3% |
| 3M | +18.4% | +11.3% | +7.1% | +13.3% |
| 6M | +33.4% | +35.5% | -2.1% | +18.2% |
| YTD | +63.8% | +40.6% | +23.2% | +42.6% |
| 1Y | +77.2% | +49.2% | +28.0% | +50.5% |
| 3Y | +41.8% | +167.2% | -125.4% | -4.5% |
| 5Y | -25.5% | +94.9% | -120.5% | -45.0% |
| All | +203.6% | +259.9% | -56.3% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling