+97.0%
NTRA vs TEVA
+93.8%
+3.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +19.5% | +4.7% | +14.8% | +18.2% |
| 3M | +47.8% | +5.6% | +42.2% | +45.8% |
| 6M | +61.6% | +10.5% | +51.2% | +56.3% |
| YTD | +43.3% | +16.5% | +26.8% | +38.6% |
| 1Y | +97.0% | +96.8% | +0.3% | +89.2% |
| All | +97.0% | +93.8% | +3.2% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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