+82.0%
NTRA vs TEVA
+81.2%
+0.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.8% | -6.9% |
| 7D | -16.6% | +0.7% | -17.3% | -16.8% |
| 30D | -9.2% | +6.8% | -16.0% | -11.6% |
| 3M | +32.5% | +20.3% | +12.1% | +23.1% |
| 6M | +75.9% | +16.5% | +59.4% | +65.3% |
| YTD | +58.8% | +33.9% | +24.9% | +42.5% |
| 1Y | +82.0% | +69.8% | +12.1% | +60.0% |
| All | +82.0% | +81.2% | +0.8% | +60.0% |
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