+3,059.8%
NTRA vs TSN
-4.9%
+3,064.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +0.2% | +3.0% | -2.8% | -0.9% |
| 30D | +4.1% | -4.2% | +8.3% | +5.5% |
| 3M | +50.0% | -3.9% | +53.9% | +51.2% |
| 6M | +67.3% | -9.8% | +77.1% | +71.5% |
| YTD | +43.6% | -7.3% | +50.8% | +44.8% |
| 1Y | +89.2% | -2.2% | +91.5% | +85.7% |
| 3Y | +502.5% | +11.9% | +490.7% | +438.0% |
| 5Y | +173.8% | -16.9% | +190.7% | +178.5% |
| All | +3,059.8% | -4.9% | +3,064.7% | +2,458.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling