+902.9%
NTRA vs TXG
+22.9%
+880.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -0.5% | +5.0% | -5.5% | -2.4% |
| 30D | +4.3% | +13.5% | -9.2% | -1.0% |
| 3M | +50.6% | +128.0% | -77.4% | +8.7% |
| 6M | +63.9% | +224.4% | -160.5% | +1.9% |
| YTD | +42.4% | +307.0% | -264.6% | -19.7% |
| 1Y | +92.1% | +427.2% | -335.2% | -4.6% |
| 3Y | +501.7% | +40.2% | +461.6% | +346.5% |
| 5Y | +171.4% | -64.0% | +235.5% | +219.0% |
| All | +902.9% | +22.9% | +880.0% | +832.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling