+11.9%
TSN vs NTR
+36.8%
-24.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +3.0% | -1.3% | +4.3% | +3.2% |
| 30D | -4.2% | +16.8% | -21.0% | -5.6% |
| 3M | -3.9% | +20.7% | -24.6% | -5.7% |
| 6M | -9.8% | +0.5% | -10.4% | -9.9% |
| YTD | -7.3% | +29.2% | -36.5% | -10.5% |
| 1Y | -2.2% | +39.6% | -41.8% | -6.7% |
| 3Y | +11.9% | +37.9% | -26.0% | +6.5% |
| All | +11.9% | +36.8% | -24.9% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling