-16.7%
TLN vs NTR
+43.1%
-59.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.3% | +3.7% |
| 7D | +7.1% | +8.1% | -1.1% | +7.3% |
| 30D | -3.9% | +18.8% | -22.6% | -3.3% |
| 3M | -16.2% | +16.2% | -32.4% | -15.6% |
| 6M | -5.8% | +9.8% | -15.6% | -5.5% |
| YTD | -15.4% | +30.9% | -46.3% | -17.6% |
| 1Y | -16.7% | +41.8% | -58.4% | -18.7% |
| All | -16.7% | +43.1% | -59.8% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling