+572.6%
TLN vs NTR
+60.3%
+512.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.3% | -1.3% | -0.1% | -1.2% |
| 30D | -14.3% | +16.8% | -31.1% | -15.3% |
| 3M | -9.3% | +20.7% | -30.0% | -10.6% |
| 6M | -1.1% | +0.5% | -1.6% | -1.0% |
| YTD | -16.6% | +29.2% | -45.8% | -19.3% |
| 1Y | -22.0% | +39.6% | -61.6% | -25.4% |
| 3Y | +470.2% | +37.9% | +432.3% | +439.2% |
| All | +572.6% | +60.3% | +512.2% | +531.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling