+470.2%
TLN vs NTRS
+168.2%
+302.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -1.3% | +1.4% | -2.7% | -2.0% |
| 30D | -14.3% | -0.7% | -13.7% | -14.1% |
| 3M | -9.3% | +11.3% | -20.6% | -13.8% |
| 6M | -1.1% | +35.5% | -36.6% | -14.9% |
| YTD | -16.6% | +40.6% | -57.2% | -29.5% |
| 1Y | -22.0% | +49.2% | -71.2% | -36.0% |
| 3Y | +470.2% | +167.2% | +302.9% | +273.8% |
| All | +470.2% | +168.2% | +302.0% | +273.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling