+99.0%
NTRA vs TYL
-10.1%
+109.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.3% |
| 7D | -7.9% | +17.3% | -25.1% | -8.9% |
| 30D | -8.1% | +28.9% | -37.0% | -10.2% |
| 3M | +42.1% | +35.1% | +7.0% | +37.8% |
| 6M | +84.8% | +29.3% | +55.5% | +79.6% |
| YTD | +70.7% | -6.8% | +77.5% | +75.1% |
| 1Y | +99.0% | -9.9% | +108.9% | +103.8% |
| All | +99.0% | -10.1% | +109.1% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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