+173.5%
NTRA vs TXG
-62.8%
+236.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | -0.4% |
| 7D | +0.2% | +9.5% | -9.3% | -3.3% |
| 30D | +4.1% | +18.8% | -14.7% | -2.9% |
| 3M | +50.0% | +136.1% | -86.1% | +6.6% |
| 6M | +67.3% | +235.2% | -167.9% | +2.5% |
| YTD | +43.6% | +320.5% | -277.0% | -20.3% |
| 1Y | +89.2% | +425.2% | -335.9% | -6.3% |
| 3Y | +502.5% | +42.9% | +459.7% | +357.9% |
| All | +173.5% | -62.8% | +236.3% | +263.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling