+1,727.4%
NTRA vs TEVA
-32.9%
+1,760.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +46.7% |
| 6M | +67.3% | +21.7% | +45.6% | +57.5% |
| YTD | +43.6% | +18.8% | +24.7% | +36.0% |
| 1Y | +89.2% | +86.5% | +2.8% | +56.0% |
| 3Y | +502.5% | +269.4% | +233.1% | +289.3% |
| 5Y | +173.8% | +303.6% | -129.8% | +65.8% |
| 10Y | +3,189.3% | -22.9% | +3,212.2% | +2,312.7% |
| All | +1,727.4% | -32.9% | +1,760.3% | +1,285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling