+3,059.8%
NTRA vs TEVA
-22.9%
+3,082.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.3% |
| 7D | +0.2% | +2.0% | -1.8% | -0.4% |
| 30D | +4.1% | +1.0% | +3.2% | +3.8% |
| 3M | +50.0% | +7.3% | +42.7% | +46.6% |
| 6M | +67.3% | +21.7% | +45.6% | +57.3% |
| YTD | +43.6% | +18.8% | +24.7% | +35.8% |
| 1Y | +89.2% | +86.5% | +2.8% | +55.4% |
| 3Y | +502.5% | +269.4% | +233.1% | +285.3% |
| 5Y | +173.8% | +303.6% | -129.8% | +63.8% |
| All | +3,059.8% | -22.9% | +3,082.7% | +2,108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling