+639.0%
TT vs NTR
+100.5%
+538.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | 0.0% | +8.1% | -8.1% | -2.1% |
| 30D | -7.2% | +18.8% | -25.9% | -11.4% |
| 3M | -3.0% | +16.2% | -19.2% | -7.2% |
| 6M | +1.4% | +9.8% | -8.4% | -2.2% |
| YTD | +15.9% | +30.9% | -15.0% | +6.1% |
| 1Y | +9.4% | +41.8% | -32.3% | -2.6% |
| 3Y | +124.4% | +35.8% | +88.6% | +98.5% |
| 5Y | +138.0% | +51.0% | +87.0% | +81.0% |
| All | +639.0% | +100.5% | +538.5% | +342.4% |
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