+654.9%
NTRA vs TSLQ
-97.2%
+752.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | +50.0% | -3.6% | +53.7% | +52.2% |
| 6M | +67.3% | -12.0% | +79.3% | +70.1% |
| YTD | +43.6% | +1.4% | +42.2% | +49.9% |
| 1Y | +89.2% | -43.6% | +132.8% | +85.6% |
| 3Y | +502.5% | -95.4% | +597.9% | +412.4% |
| All | +654.9% | -97.2% | +752.2% | +610.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling