-23.0%
TNA vs NTR
+45.7%
-68.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | -7.3% | -1.3% | -6.0% | -6.5% |
| 30D | -14.2% | +16.8% | -30.9% | -22.9% |
| 3M | -4.6% | +20.7% | -25.3% | -17.3% |
| 6M | +36.9% | +0.5% | +36.4% | +31.4% |
| YTD | +42.5% | +29.2% | +13.4% | +11.3% |
| 1Y | +45.8% | +39.6% | +6.2% | +5.9% |
| 3Y | +104.7% | +37.9% | +66.8% | +48.2% |
| All | -23.0% | +45.7% | -68.7% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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