+1,711.9%
NTRA vs TRI
+220.5%
+1,491.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.6% |
| 7D | -0.5% | -14.4% | +13.9% | +7.5% |
| 30D | +4.3% | -8.1% | +12.4% | +7.9% |
| 3M | +50.6% | +17.5% | +33.1% | +31.9% |
| 6M | +63.9% | -5.0% | +68.9% | +59.9% |
| YTD | +42.4% | -24.7% | +67.1% | +59.0% |
| 1Y | +92.1% | -41.5% | +133.6% | +155.7% |
| 3Y | +501.7% | -20.3% | +522.1% | +498.2% |
| 5Y | +171.4% | -10.9% | +182.4% | +141.6% |
| 10Y | +3,161.4% | +190.6% | +2,970.8% | +1,375.5% |
| All | +1,711.9% | +220.5% | +1,491.4% | +675.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling