+238.8%
TPR vs NTR
+100.5%
+138.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | -2.3% | +8.1% | -10.4% | -5.8% |
| 30D | -23.0% | +18.8% | -41.7% | -29.0% |
| 3M | -12.5% | +16.2% | -28.7% | -19.1% |
| 6M | -21.4% | +9.8% | -31.2% | -26.4% |
| YTD | -3.5% | +30.9% | -34.4% | -18.1% |
| 1Y | +17.4% | +41.8% | -24.4% | -5.2% |
| 3Y | +291.3% | +35.8% | +255.5% | +211.7% |
| 5Y | +241.9% | +51.0% | +190.9% | +105.6% |
| All | +238.8% | +100.5% | +138.3% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling