+97.0%
NTRA vs TLN
-17.2%
+114.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.8% |
| 7D | +0.6% | +7.1% | -6.5% | -1.2% |
| 30D | +19.5% | -3.9% | +23.4% | +20.5% |
| 3M | +47.8% | -16.2% | +63.9% | +52.8% |
| 6M | +61.6% | -5.8% | +67.5% | +61.0% |
| YTD | +43.3% | -15.4% | +58.7% | +45.5% |
| 1Y | +97.0% | -16.7% | +113.7% | +95.9% |
| All | +97.0% | -17.2% | +114.2% | +95.9% |
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