-16.7%
TLN vs NTRS
+46.5%
-63.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +7.1% | -0.1% | +7.1% | +7.1% |
| 30D | -3.9% | +1.2% | -5.1% | -4.4% |
| 3M | -16.2% | +8.3% | -24.5% | -18.9% |
| 6M | -5.8% | +30.0% | -35.8% | -16.4% |
| YTD | -15.4% | +38.0% | -53.5% | -27.2% |
| 1Y | -16.7% | +47.4% | -64.1% | -29.8% |
| All | -16.7% | +46.5% | -63.2% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling