+175.1%
NTRA vs THC
+258.2%
-83.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +0.6% |
| 7D | +1.6% | +4.1% | -2.5% | +0.2% |
| 30D | +3.8% | +3.5% | +0.2% | +2.4% |
| 3M | +48.2% | +61.7% | -13.5% | +24.1% |
| 6M | +61.0% | +11.8% | +49.1% | +52.9% |
| YTD | +44.2% | +35.4% | +8.8% | +26.9% |
| 1Y | +87.3% | +37.0% | +50.3% | +62.8% |
| 3Y | +509.4% | +260.1% | +249.4% | +236.9% |
| 5Y | +175.1% | +262.6% | -87.5% | +48.0% |
| All | +175.1% | +258.2% | -83.1% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling