+1,779.8%
TSM vs NTRS
+259.9%
+1,519.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +1.0% | +1.4% | -0.4% | +0.4% |
| 30D | +1.0% | -0.7% | +1.6% | +1.1% |
| 3M | +2.9% | +11.3% | -8.4% | -2.0% |
| 6M | +22.8% | +35.5% | -12.7% | +7.5% |
| YTD | +43.3% | +40.6% | +2.7% | +23.2% |
| 1Y | +69.2% | +49.2% | +20.0% | +41.6% |
| 3Y | +404.5% | +167.2% | +237.3% | +224.2% |
| 5Y | +282.2% | +94.9% | +187.3% | +174.3% |
| All | +1,779.8% | +259.9% | +1,519.8% | +1,014.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling