+1,700.8%
NTRA vs TXT
+79.6%
+1,621.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +0.6% | -11.1% | +11.7% | +5.1% |
| 3M | +51.8% | -13.0% | +64.8% | +59.7% |
| 6M | +63.6% | -16.2% | +79.8% | +74.3% |
| YTD | +41.5% | -8.7% | +50.2% | +45.0% |
| 1Y | +93.6% | -3.8% | +97.4% | +93.9% |
| 3Y | +498.0% | +5.5% | +492.5% | +465.5% |
| 5Y | +172.5% | +12.3% | +160.2% | +150.2% |
| 10Y | +2,960.8% | +97.4% | +2,863.4% | +2,155.9% |
| All | +1,700.8% | +79.6% | +1,621.2% | +1,265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling