-38.4%
TRI vs NTR
+43.1%
-81.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.9% | -5.3% |
| 7D | -0.5% | +8.1% | -8.6% | -1.1% |
| 30D | +7.9% | +18.8% | -10.9% | +6.5% |
| 3M | +24.1% | +16.2% | +7.8% | +22.4% |
| 6M | +3.8% | +9.8% | -5.9% | +2.6% |
| YTD | -16.9% | +30.9% | -47.7% | -18.1% |
| 1Y | -38.4% | +41.8% | -80.1% | -39.7% |
| All | -38.4% | +43.1% | -81.5% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling