+127.2%
TLT vs NTRS
+749.6%
-622.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.5% |
| 30D | -1.3% | +0.2% | -1.5% | -1.3% |
| 3M | -3.7% | +13.2% | -16.9% | -2.1% |
| 6M | -6.4% | +36.9% | -43.3% | -2.2% |
| YTD | -4.5% | +39.1% | -43.6% | 0.0% |
| 1Y | -5.9% | +50.4% | -56.3% | -0.3% |
| 3Y | -2.8% | +166.8% | -169.6% | +12.3% |
| 5Y | -35.1% | +92.9% | -127.9% | -27.6% |
| 10Y | -20.7% | +255.7% | -276.4% | +1.7% |
| All | +127.2% | +749.6% | -622.4% | +261.9% |
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