+398.4%
NTRA vs BTSG
+382.3%
+16.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.6% | +5.4% | +0.3% |
| 7D | -0.5% | -5.8% | +5.3% | +0.9% |
| 30D | +4.3% | 0.0% | +4.3% | +4.0% |
| 3M | +50.6% | -4.5% | +55.1% | +50.9% |
| 6M | +63.9% | +40.0% | +23.9% | +48.6% |
| YTD | +42.4% | +54.6% | -12.2% | +25.8% |
| 1Y | +92.1% | +106.1% | -14.0% | +58.7% |
| All | +398.4% | +382.3% | +16.0% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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