+1,727.4%
NTRA vs TKO
+1,250.7%
+476.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +0.2% | +2.3% | -2.1% | -0.6% |
| 30D | +4.1% | -2.5% | +6.6% | +4.7% |
| 3M | +50.0% | -10.6% | +60.6% | +54.6% |
| 6M | +67.3% | -5.1% | +72.4% | +69.2% |
| YTD | +43.6% | -8.2% | +51.8% | +46.2% |
| 1Y | +89.2% | -4.4% | +93.7% | +89.5% |
| 3Y | +502.5% | +100.4% | +402.2% | +368.4% |
| 5Y | +173.8% | +294.3% | -120.5% | +67.2% |
| 10Y | +3,189.3% | +983.2% | +2,206.1% | +1,388.6% |
| All | +1,727.4% | +1,250.7% | +476.7% | +701.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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