+648.5%
NTRA vs TSLQ
-97.2%
+745.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -0.9% |
| 7D | -0.5% | +5.7% | -6.1% | +0.4% |
| 30D | +4.3% | -21.1% | +25.4% | +1.6% |
| 3M | +50.6% | -11.5% | +62.2% | +51.2% |
| 6M | +63.9% | -14.9% | +78.8% | +65.9% |
| YTD | +42.4% | +2.4% | +39.9% | +48.8% |
| 1Y | +92.1% | -49.8% | +141.9% | +85.5% |
| 3Y | +501.7% | -95.8% | +597.6% | +400.1% |
| All | +648.5% | -97.2% | +745.7% | +604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling