+1,711.9%
NTRA vs TECK
+654.1%
+1,057.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | +0.3% |
| 7D | -0.5% | -4.2% | +3.8% | +0.5% |
| 30D | +4.3% | -0.4% | +4.7% | +4.3% |
| 3M | +50.6% | +10.1% | +40.5% | +46.3% |
| 6M | +63.9% | +26.0% | +37.9% | +53.0% |
| YTD | +42.4% | +38.0% | +4.3% | +29.5% |
| 1Y | +92.1% | +63.8% | +28.3% | +66.7% |
| 3Y | +501.7% | +68.5% | +433.2% | +405.5% |
| 5Y | +171.4% | +179.2% | -7.7% | +96.7% |
| 10Y | +3,161.4% | +358.6% | +2,802.8% | +1,770.4% |
| All | +1,711.9% | +654.1% | +1,057.8% | +897.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling