+498.0%
NTRA vs TYL
-10.9%
+508.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -0.3% |
| 7D | +1.1% | -7.6% | +8.7% | +2.7% |
| 30D | +0.6% | +11.3% | -10.7% | -1.9% |
| 3M | +51.8% | +14.5% | +37.3% | +46.1% |
| 6M | +63.6% | -7.1% | +70.7% | +65.6% |
| YTD | +41.5% | -23.4% | +64.9% | +51.4% |
| 1Y | +93.6% | -38.6% | +132.2% | +122.3% |
| 3Y | +498.0% | -11.3% | +509.4% | +505.0% |
| All | +498.0% | -10.9% | +508.9% | +505.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling