+502.5%
NTRA vs TCOM
+8.0%
+494.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | +0.2% | -4.9% | +5.1% | +1.0% |
| 30D | +4.1% | -14.4% | +18.5% | +6.6% |
| 3M | +50.0% | -17.7% | +67.7% | +54.2% |
| 6M | +67.3% | -25.1% | +92.4% | +74.8% |
| YTD | +43.6% | -45.7% | +89.3% | +56.6% |
| 1Y | +89.2% | -47.9% | +137.1% | +107.5% |
| 3Y | +502.5% | +8.9% | +493.6% | +448.2% |
| All | +502.5% | +8.0% | +494.5% | +448.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling