+502.5%
NTRA vs TW
+19.1%
+483.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +0.2% | -4.5% | +4.7% | +0.5% |
| 30D | +4.1% | -2.3% | +6.4% | +4.2% |
| 3M | +50.0% | +2.6% | +47.4% | +48.7% |
| 6M | +67.3% | -17.5% | +84.8% | +72.3% |
| YTD | +43.6% | -5.3% | +48.9% | +44.0% |
| 1Y | +89.2% | -14.8% | +104.0% | +94.3% |
| 3Y | +502.5% | +18.8% | +483.7% | +532.1% |
| All | +502.5% | +19.1% | +483.5% | +532.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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