-8.9%
TT vs NTR
+1.1%
-10.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.3% |
| 7D | +8.1% | -1.4% | +9.4% | +7.7% |
| 30D | -11.3% | +2.2% | -13.5% | -10.8% |
| 3M | -11.2% | +6.8% | -18.0% | -9.4% |
| 6M | -8.9% | +0.6% | -9.5% | -10.1% |
| All | -8.9% | +1.1% | -10.0% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling