-17.3%
TLN vs NTRS
+43.5%
-60.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.1% | -11.7% | -9.8% |
| 7D | -6.0% | +3.6% | -9.6% | -7.5% |
| 30D | -1.5% | +4.3% | -5.8% | -3.5% |
| 3M | -3.9% | -1.9% | -1.9% | -2.9% |
| 6M | -15.0% | +11.4% | -26.5% | -18.3% |
| YTD | -12.8% | +32.3% | -45.1% | -25.2% |
| 1Y | -17.3% | +42.5% | -59.9% | -31.4% |
| All | -17.3% | +43.5% | -60.8% | -31.4% |
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