+3,059.8%
NTRA vs TXT
+107.7%
+2,952.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | 0.0% |
| 7D | +0.2% | +2.5% | -2.2% | -0.7% |
| 30D | +4.1% | -8.9% | +13.0% | +7.9% |
| 3M | +50.0% | -13.6% | +63.6% | +58.4% |
| 6M | +67.3% | -13.1% | +80.4% | +76.0% |
| YTD | +43.6% | -7.0% | +50.6% | +46.1% |
| 1Y | +89.2% | -1.4% | +90.6% | +87.7% |
| 3Y | +502.5% | +7.0% | +495.6% | +465.2% |
| 5Y | +173.8% | +15.4% | +158.4% | +147.8% |
| All | +3,059.8% | +107.7% | +2,952.0% | +2,052.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling