+1,727.4%
NTRA vs TDY
+467.7%
+1,259.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | 0.0% |
| 7D | +0.2% | -1.1% | +1.4% | +1.0% |
| 30D | +4.1% | -12.0% | +16.2% | +13.7% |
| 3M | +50.0% | -3.2% | +53.2% | +52.7% |
| 6M | +67.3% | -7.9% | +75.2% | +76.6% |
| YTD | +43.6% | +18.2% | +25.4% | +25.8% |
| 1Y | +89.2% | +6.7% | +82.6% | +77.7% |
| 3Y | +502.5% | +47.5% | +455.0% | +336.1% |
| 5Y | +173.8% | +39.5% | +134.3% | +101.9% |
| 10Y | +3,189.3% | +477.2% | +2,712.1% | +736.8% |
| All | +1,727.4% | +467.7% | +1,259.7% | +419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling