+3,059.8%
NTRA vs TCOM
-9.8%
+3,069.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +0.2% | -4.9% | +5.1% | +1.7% |
| 30D | +4.1% | -14.4% | +18.5% | +8.9% |
| 3M | +50.0% | -17.7% | +67.7% | +57.7% |
| 6M | +67.3% | -25.1% | +92.4% | +80.9% |
| YTD | +43.6% | -45.7% | +89.3% | +69.6% |
| 1Y | +89.2% | -47.9% | +137.1% | +125.9% |
| 3Y | +502.5% | +8.9% | +493.6% | +432.0% |
| 5Y | +173.8% | +26.9% | +146.9% | +110.9% |
| All | +3,059.8% | -9.8% | +3,069.6% | +2,383.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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