+76.5%
TNA vs NTRS
+259.9%
-183.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | -0.6% |
| 7D | -7.3% | +1.4% | -8.6% | -9.3% |
| 30D | -14.2% | -0.7% | -13.5% | -13.6% |
| 3M | -4.6% | +11.3% | -15.9% | -20.0% |
| 6M | +36.9% | +35.5% | +1.4% | -16.1% |
| YTD | +42.5% | +40.6% | +2.0% | -17.4% |
| 1Y | +45.8% | +49.2% | -3.4% | -22.2% |
| 3Y | +104.7% | +167.2% | -62.6% | -53.1% |
| 5Y | -21.7% | +94.9% | -116.6% | -68.9% |
| All | +76.5% | +259.9% | -183.4% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling