+502.5%
NTRA vs TECK
+65.8%
+436.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +0.2% | -3.8% | +4.1% | +1.3% |
| 30D | +4.1% | +0.7% | +3.4% | +3.7% |
| 3M | +50.0% | +4.6% | +45.4% | +47.1% |
| 6M | +67.3% | +25.1% | +42.2% | +53.4% |
| YTD | +43.6% | +39.2% | +4.4% | +26.9% |
| 1Y | +89.2% | +60.3% | +28.9% | +58.9% |
| 3Y | +502.5% | +62.9% | +439.6% | +368.4% |
| All | +502.5% | +65.8% | +436.8% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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