+172.5%
NTRA vs TYL
-28.2%
+200.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | +1.1% |
| 7D | +1.1% | -7.6% | +8.7% | +5.2% |
| 30D | +0.6% | +11.3% | -10.7% | -5.6% |
| 3M | +51.8% | +14.5% | +37.3% | +38.3% |
| 6M | +63.6% | -7.1% | +70.7% | +66.5% |
| YTD | +41.5% | -23.4% | +64.9% | +60.1% |
| 1Y | +93.6% | -38.6% | +132.2% | +152.9% |
| 3Y | +498.0% | -11.3% | +509.4% | +449.5% |
| 5Y | +172.5% | -28.0% | +200.4% | +204.7% |
| All | +172.5% | -28.2% | +200.6% | +204.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling