+89.2%
NTRA vs TXT
0.0%
+89.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.2% |
| 7D | +0.2% | +2.5% | -2.2% | -0.4% |
| 30D | +4.1% | -8.9% | +13.0% | +6.7% |
| 3M | +50.0% | -13.6% | +63.6% | +55.4% |
| 6M | +67.3% | -13.1% | +80.4% | +71.7% |
| YTD | +43.6% | -7.0% | +50.6% | +46.2% |
| 1Y | +89.2% | -1.4% | +90.6% | +88.4% |
| All | +89.2% | 0.0% | +89.2% | +88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling