+171.4%
NTRA vs TXT
+10.7%
+160.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +4.3% | -10.2% | +14.5% | +9.9% |
| 3M | +50.6% | -13.3% | +63.9% | +60.9% |
| 6M | +63.9% | -14.4% | +78.3% | +75.8% |
| YTD | +42.4% | -9.1% | +51.5% | +46.6% |
| 1Y | +92.1% | -2.2% | +94.2% | +89.5% |
| 3Y | +501.7% | +5.1% | +496.7% | +438.6% |
| 5Y | +171.4% | +12.8% | +158.6% | +128.8% |
| All | +171.4% | +10.7% | +160.7% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling