+1,186.6%
TSM vs NTR
+97.9%
+1,088.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | +1.0% | +16.8% | -15.8% | -3.3% |
| 3M | +2.9% | +20.7% | -17.9% | -2.7% |
| 6M | +22.8% | +0.5% | +22.3% | +21.3% |
| YTD | +43.3% | +29.2% | +14.1% | +30.8% |
| 1Y | +69.2% | +39.6% | +29.6% | +50.0% |
| 3Y | +404.5% | +37.9% | +366.6% | +339.8% |
| 5Y | +282.2% | +47.1% | +235.1% | +201.2% |
| All | +1,186.6% | +97.9% | +1,088.6% | +757.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling