+2,768.3%
NTRA vs TYL
+185.3%
+2,583.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.0% |
| 7D | -18.2% | +0.5% | -18.8% | -18.4% |
| 30D | -19.6% | +25.2% | -44.8% | -30.7% |
| 3M | +2.3% | +31.8% | -29.5% | -15.8% |
| 6M | +60.6% | +36.3% | +24.3% | +26.2% |
| YTD | +39.6% | -6.3% | +45.9% | +37.6% |
| 1Y | +54.7% | -9.5% | +64.2% | +56.0% |
| 3Y | +584.3% | +1.6% | +582.6% | +488.1% |
| 5Y | +182.5% | -21.8% | +204.3% | +195.7% |
| 10Y | +2,768.3% | +183.3% | +2,585.1% | +1,226.2% |
| All | +2,768.3% | +185.3% | +2,583.1% | +1,226.2% |
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