-18.2%
TSN vs NTR
+103.7%
-121.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -7.3% | +0.5% | -7.8% | -7.4% |
| 30D | -8.6% | +21.7% | -30.4% | -12.6% |
| 3M | -7.5% | +22.8% | -30.3% | -11.9% |
| 6M | -14.1% | +8.2% | -22.4% | -16.3% |
| YTD | -9.4% | +32.9% | -42.4% | -16.2% |
| 1Y | -4.1% | +45.3% | -49.4% | -13.4% |
| 3Y | +10.3% | +41.7% | -31.3% | -1.5% |
| 5Y | -19.7% | +49.8% | -69.5% | -35.1% |
| All | -18.2% | +103.7% | -121.9% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling