+218.7%
TPR vs NTR
+55.5%
+163.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -7.3% | +0.5% | -7.8% | -7.4% |
| 30D | -30.7% | +21.7% | -52.5% | -33.4% |
| 3M | -21.6% | +22.8% | -44.4% | -24.9% |
| 6M | -21.3% | +8.2% | -29.5% | -23.0% |
| YTD | -10.2% | +32.9% | -43.1% | -16.6% |
| 1Y | +9.5% | +45.3% | -35.8% | -0.8% |
| 3Y | +280.8% | +41.7% | +239.1% | +241.2% |
| 5Y | +218.7% | +49.8% | +168.9% | +131.7% |
| All | +218.7% | +55.5% | +163.2% | +131.7% |
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