+97.0%
NTRA vs TSLQ
-50.5%
+147.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.0% | -11.8% | +1.3% |
| 7D | +0.6% | -5.8% | +6.4% | +0.2% |
| 30D | +19.5% | -22.1% | +41.6% | +17.1% |
| 3M | +47.8% | +10.1% | +37.7% | +50.7% |
| 6M | +61.6% | -6.8% | +68.4% | +62.8% |
| YTD | +43.3% | +8.5% | +34.7% | +46.6% |
| 1Y | +97.0% | -49.7% | +146.8% | +101.2% |
| All | +97.0% | -50.5% | +147.5% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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