+915.5%
TSN vs NTRS
+7,716.8%
-6,801.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +1.4% | +0.3% | +1.0% | +1.2% |
| 30D | -6.2% | +0.2% | -6.3% | -6.3% |
| 3M | -5.7% | +13.2% | -18.9% | -9.4% |
| 6M | -11.4% | +36.9% | -48.3% | -20.0% |
| YTD | -8.2% | +39.1% | -47.3% | -17.8% |
| 1Y | -2.0% | +50.4% | -52.5% | -14.5% |
| 3Y | +11.9% | +166.8% | -154.9% | -20.0% |
| 5Y | -17.8% | +92.9% | -110.6% | -36.5% |
| 10Y | -5.7% | +255.7% | -261.4% | -42.3% |
| All | +915.5% | +7,716.8% | -6,801.3% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling