+99.0%
NTRA vs TDY
+22.9%
+76.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +3.0% |
| 7D | -7.9% | -5.0% | -2.8% | -5.5% |
| 30D | -8.1% | +2.0% | -10.1% | -9.0% |
| 3M | +42.1% | -7.7% | +49.8% | +48.1% |
| 6M | +84.8% | -0.9% | +85.7% | +85.0% |
| YTD | +70.7% | +23.7% | +46.9% | +58.7% |
| 1Y | +99.0% | +23.6% | +75.4% | +85.4% |
| All | +99.0% | +22.9% | +76.1% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling