+99.0%
NTRA vs TLN
-17.6%
+116.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.5% | +9.2% | +2.4% |
| 7D | -7.9% | -6.0% | -1.8% | -6.7% |
| 30D | -8.1% | -1.5% | -6.6% | -8.3% |
| 3M | +42.1% | -3.9% | +46.0% | +42.1% |
| 6M | +84.8% | -15.0% | +99.9% | +88.3% |
| YTD | +70.7% | -12.8% | +83.5% | +70.7% |
| 1Y | +99.0% | -17.3% | +116.4% | +103.3% |
| All | +99.0% | -17.6% | +116.7% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling