+502.5%
NTRA vs TXG
+43.8%
+458.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | 0.0% |
| 7D | +0.2% | +9.5% | -9.3% | -2.2% |
| 30D | +4.1% | +18.8% | -14.7% | -0.8% |
| 3M | +50.0% | +136.1% | -86.1% | +19.2% |
| 6M | +67.3% | +235.2% | -167.9% | +21.1% |
| YTD | +43.6% | +320.5% | -277.0% | -2.0% |
| 1Y | +89.2% | +425.2% | -335.9% | +20.9% |
| 3Y | +502.5% | +42.9% | +459.7% | +372.7% |
| All | +502.5% | +43.8% | +458.8% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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