+505.1%
NTRA vs TLN
+483.9%
+21.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | +1.6% | +5.8% | -4.3% | 0.0% |
| 30D | +3.8% | -6.9% | +10.6% | +5.4% |
| 3M | +48.2% | -10.9% | +59.1% | +51.2% |
| 6M | +61.0% | -4.6% | +65.6% | +60.3% |
| YTD | +44.2% | -14.7% | +58.9% | +46.7% |
| 1Y | +87.3% | -17.9% | +105.2% | +91.1% |
| All | +505.1% | +483.9% | +21.2% | +267.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling