+502.5%
NTRA vs TSLQ
-95.6%
+598.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.7% |
| 7D | +0.2% | -6.6% | +6.8% | -0.6% |
| 30D | +4.1% | -24.3% | +28.4% | +1.2% |
| 3M | +50.0% | -3.6% | +53.7% | +52.0% |
| 6M | +67.3% | -12.0% | +79.3% | +69.8% |
| YTD | +43.6% | +1.4% | +42.2% | +49.2% |
| 1Y | +89.2% | -43.6% | +132.8% | +86.1% |
| 3Y | +502.5% | -95.4% | +597.9% | +413.7% |
| All | +502.5% | -95.6% | +598.1% | +413.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling