+2,650.8%
NTRA vs TYL
+183.6%
+2,467.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +2.7% | +0.8% | +1.9% | +2.2% |
| 30D | -19.2% | +21.1% | -40.3% | -28.9% |
| 3M | +2.7% | +28.9% | -26.2% | -14.2% |
| 6M | +63.4% | +42.0% | +21.3% | +24.7% |
| YTD | +39.3% | -6.6% | +45.9% | +37.6% |
| 1Y | +59.0% | -9.1% | +68.1% | +59.7% |
| 3Y | +557.4% | +1.8% | +555.5% | +463.4% |
| 5Y | +177.4% | -22.9% | +200.3% | +193.7% |
| All | +2,650.8% | +183.6% | +2,467.2% | +1,161.0% |
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