+3,059.8%
NTRA vs TRI
+196.2%
+2,863.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | -0.1% |
| 7D | +0.2% | -7.9% | +8.1% | +4.5% |
| 30D | +4.1% | -4.5% | +8.6% | +5.7% |
| 3M | +50.0% | +22.1% | +27.9% | +27.9% |
| 6M | +67.3% | -2.8% | +70.1% | +61.0% |
| YTD | +43.6% | -23.4% | +67.0% | +60.2% |
| 1Y | +89.2% | -41.5% | +130.8% | +158.1% |
| 3Y | +502.5% | -19.2% | +521.8% | +489.0% |
| 5Y | +173.8% | -9.4% | +183.2% | +135.6% |
| All | +3,059.8% | +196.2% | +2,863.5% | +1,183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling