+630.1%
TT vs NTR
+97.9%
+532.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -7.3% | +16.8% | -24.1% | -11.1% |
| 3M | -3.6% | +20.7% | -24.3% | -8.8% |
| 6M | +2.8% | +0.5% | +2.3% | +1.7% |
| YTD | +14.5% | +29.2% | -14.7% | +5.2% |
| 1Y | +7.4% | +39.6% | -32.2% | -4.0% |
| 3Y | +116.2% | +37.9% | +78.4% | +90.3% |
| 5Y | +147.4% | +47.1% | +100.3% | +90.2% |
| All | +630.1% | +97.9% | +532.2% | +338.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling