+404.5%
TSM vs NTRS
+168.2%
+236.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | +1.0% | +1.4% | -0.4% | +0.4% |
| 30D | +1.0% | -0.7% | +1.6% | +1.2% |
| 3M | +2.9% | +11.3% | -8.4% | -2.1% |
| 6M | +22.8% | +35.5% | -12.7% | +6.7% |
| YTD | +43.3% | +40.6% | +2.7% | +22.1% |
| 1Y | +69.2% | +49.2% | +20.0% | +40.2% |
| 3Y | +404.5% | +167.2% | +237.3% | +216.9% |
| All | +404.5% | +168.2% | +236.3% | +216.9% |
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