+572.6%
TLN vs NTRS
+182.1%
+390.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.9% |
| 30D | -14.3% | -0.7% | -13.7% | -14.2% |
| 3M | -9.3% | +11.3% | -20.6% | -13.2% |
| 6M | -1.1% | +35.5% | -36.6% | -13.0% |
| YTD | -16.6% | +40.6% | -57.2% | -27.7% |
| 1Y | -22.0% | +49.2% | -71.2% | -34.0% |
| 3Y | +470.2% | +167.2% | +302.9% | +306.2% |
| All | +572.6% | +182.1% | +390.4% | +379.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling