+1,672.7%
NTRA vs THC
+389.5%
+1,283.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +2.7% | +1.0% | +1.8% | +2.5% |
| 30D | -19.2% | +5.3% | -24.5% | -20.3% |
| 3M | +2.7% | +7.1% | -4.4% | +0.6% |
| 6M | +63.4% | +46.0% | +17.3% | +46.0% |
| YTD | +39.3% | +43.9% | -4.7% | +24.1% |
| 1Y | +59.0% | +45.4% | +13.6% | +41.0% |
| 3Y | +557.4% | +421.3% | +136.1% | +301.7% |
| 5Y | +177.4% | +261.5% | -84.1% | +80.3% |
| 10Y | +2,761.8% | +1,865.8% | +896.0% | +970.3% |
| All | +1,672.7% | +389.5% | +1,283.2% | +920.5% |
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