+3,203.1%
NTRA vs TYL
+102.8%
+3,100.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.8% |
| 7D | +1.6% | -8.6% | +10.2% | +7.3% |
| 30D | +3.8% | +7.5% | -3.8% | -1.7% |
| 3M | +48.2% | +10.9% | +37.3% | +35.2% |
| 6M | +61.0% | -6.7% | +67.7% | +62.6% |
| YTD | +44.2% | -24.5% | +68.7% | +64.7% |
| 1Y | +87.3% | -38.6% | +125.9% | +146.6% |
| 3Y | +509.4% | -12.6% | +522.0% | +471.9% |
| 5Y | +175.1% | -28.2% | +203.4% | +200.7% |
| 10Y | +3,203.1% | +104.0% | +3,099.1% | +1,837.0% |
| All | +3,203.1% | +102.8% | +3,100.3% | +1,837.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling