+145.0%
TRV vs NTRS
+168.2%
-23.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.9% |
| 7D | +1.9% | +1.4% | +0.6% | +1.7% |
| 30D | +1.7% | -0.7% | +2.4% | +1.8% |
| 3M | +23.9% | +11.3% | +12.6% | +21.0% |
| 6M | +26.3% | +35.5% | -9.3% | +17.9% |
| YTD | +30.8% | +40.6% | -9.8% | +20.7% |
| 1Y | +36.3% | +49.2% | -12.9% | +23.8% |
| 3Y | +145.0% | +167.2% | -22.2% | +93.5% |
| All | +145.0% | +168.2% | -23.2% | +93.5% |
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