+289.9%
TPR vs NTRS
+165.3%
+124.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.2% |
| 7D | -5.1% | +0.3% | -5.5% | -5.3% |
| 30D | -27.6% | +0.2% | -27.7% | -27.6% |
| 3M | -17.5% | +13.2% | -30.7% | -22.6% |
| 6M | -21.3% | +36.9% | -58.3% | -33.0% |
| YTD | -8.5% | +39.1% | -47.6% | -23.0% |
| 1Y | +11.5% | +50.4% | -39.0% | -10.0% |
| All | +289.9% | +165.3% | +124.5% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling