+1,700.8%
NTRA vs THC
+343.4%
+1,357.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.6% |
| 7D | +1.1% | -2.6% | +3.6% | +1.7% |
| 30D | +0.6% | -1.2% | +1.8% | +0.9% |
| 3M | +51.8% | +58.9% | -7.1% | +33.1% |
| 6M | +63.6% | +9.3% | +54.3% | +57.9% |
| YTD | +41.5% | +30.4% | +11.1% | +29.5% |
| 1Y | +93.6% | +34.6% | +59.0% | +74.9% |
| 3Y | +498.0% | +246.7% | +251.4% | +307.2% |
| 5Y | +172.5% | +244.5% | -72.1% | +79.3% |
| 10Y | +2,960.8% | +950.1% | +2,010.7% | +1,222.4% |
| All | +1,700.8% | +343.4% | +1,357.4% | +965.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling