+515.4%
TRI vs NTRS
+610.9%
-95.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -7.9% | +1.4% | -9.3% | -8.3% |
| 30D | -4.5% | -0.7% | -3.9% | -4.4% |
| 3M | +22.1% | +11.3% | +10.8% | +17.8% |
| 6M | -2.8% | +35.5% | -38.3% | -12.1% |
| YTD | -23.4% | +40.6% | -64.0% | -31.6% |
| 1Y | -41.5% | +49.2% | -90.7% | -48.8% |
| 3Y | -19.2% | +167.2% | -186.4% | -42.5% |
| 5Y | -9.4% | +94.9% | -104.3% | -30.9% |
| 10Y | +195.6% | +259.5% | -63.9% | +69.8% |
| All | +515.4% | +610.9% | -95.5% | +134.8% |
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 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