+1,471.0%
NTRA vs TW
+209.8%
+1,261.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -0.5% | -2.7% | +2.3% | +1.0% |
| 30D | +4.3% | -1.7% | +6.0% | +5.0% |
| 3M | +50.6% | +1.6% | +49.0% | +45.9% |
| 6M | +63.9% | -17.7% | +81.6% | +78.1% |
| YTD | +42.4% | -4.3% | +46.7% | +39.8% |
| 1Y | +92.1% | -13.1% | +105.2% | +99.2% |
| 3Y | +501.7% | +20.3% | +481.4% | +369.2% |
| 5Y | +171.4% | +22.0% | +149.5% | +103.1% |
| All | +1,471.0% | +209.8% | +1,261.2% | +532.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling