+1,727.4%
NTRA vs TRU
+223.6%
+1,503.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +0.2% | -2.7% | +3.0% | +1.6% |
| 30D | +4.1% | -2.0% | +6.1% | +4.8% |
| 3M | +50.0% | +18.4% | +31.6% | +35.4% |
| 6M | +67.3% | +8.9% | +58.4% | +57.3% |
| YTD | +43.6% | -8.9% | +52.5% | +45.5% |
| 1Y | +89.2% | -15.9% | +105.1% | +98.2% |
| 3Y | +502.5% | -1.1% | +503.6% | +434.1% |
| 5Y | +173.8% | -35.2% | +209.0% | +208.0% |
| 10Y | +3,189.3% | +145.3% | +3,044.0% | +1,914.4% |
| All | +1,727.4% | +223.6% | +1,503.7% | +934.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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