+570.0%
TLN vs NTRS
+179.1%
+390.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.1% |
| 7D | +2.0% | +0.3% | +1.6% | +1.8% |
| 30D | -12.9% | +0.2% | -13.1% | -13.1% |
| 3M | -7.4% | +13.2% | -20.7% | -12.0% |
| 6M | -6.0% | +36.9% | -43.0% | -17.8% |
| YTD | -16.9% | +39.1% | -56.0% | -27.7% |
| 1Y | -22.6% | +50.4% | -73.1% | -34.8% |
| 3Y | +469.0% | +166.8% | +302.2% | +307.2% |
| All | +570.0% | +179.1% | +390.8% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling