+7,424.6%
TPR vs NTRS
+286.0%
+7,138.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.2% |
| 7D | -3.4% | +1.7% | -5.1% | -4.3% |
| 30D | -27.3% | +0.1% | -27.4% | -27.4% |
| 3M | -16.2% | +9.8% | -26.1% | -20.9% |
| 6M | -17.9% | +34.7% | -52.5% | -31.5% |
| YTD | -7.1% | +37.4% | -44.5% | -23.8% |
| 1Y | +13.6% | +48.2% | -34.5% | -11.1% |
| 3Y | +293.7% | +163.5% | +130.3% | +112.5% |
| 5Y | +239.1% | +88.2% | +150.9% | +119.1% |
| 10Y | +311.2% | +246.8% | +64.3% | +93.3% |
| All | +7,424.6% | +286.0% | +7,138.6% | +2,101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling