+11.9%
TSN vs NTRS
+168.2%
-156.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +3.0% | +1.4% | +1.7% | +2.8% |
| 30D | -4.2% | -0.7% | -3.5% | -4.1% |
| 3M | -3.9% | +11.3% | -15.2% | -5.8% |
| 6M | -9.8% | +35.5% | -45.4% | -14.9% |
| YTD | -7.3% | +40.6% | -47.9% | -13.3% |
| 1Y | -2.2% | +49.2% | -51.4% | -9.7% |
| 3Y | +11.9% | +167.2% | -155.3% | -14.5% |
| All | +11.9% | +168.2% | -156.3% | -14.5% |
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