+99.0%
NTRA vs TSLQ
-17.8%
+116.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +1.3% |
| 7D | -7.9% | +9.8% | -17.7% | -6.9% |
| 30D | -8.1% | -6.0% | -2.1% | -8.5% |
| 3M | +42.1% | -35.0% | +77.1% | +36.8% |
| 6M | +84.8% | -24.9% | +109.8% | +81.1% |
| YTD | +70.7% | -12.7% | +83.4% | +71.4% |
| 1Y | +99.0% | -21.0% | +120.0% | +98.6% |
| All | +99.0% | -17.8% | +116.8% | +98.6% |
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