+1,723.2%
NTRA vs TYL
+179.1%
+1,544.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +2.5% |
| 7D | +0.6% | -3.7% | +4.3% | +2.7% |
| 30D | +19.5% | +18.7% | +0.8% | +7.5% |
| 3M | +47.8% | +18.1% | +29.6% | +30.9% |
| 6M | +61.6% | -1.1% | +62.8% | +57.8% |
| YTD | +43.3% | -19.8% | +63.1% | +56.5% |
| 1Y | +97.0% | -34.3% | +131.4% | +143.7% |
| 3Y | +424.9% | -8.2% | +433.1% | +388.1% |
| 5Y | +165.2% | -25.4% | +190.6% | +183.9% |
| 10Y | +3,114.3% | +115.6% | +2,998.7% | +1,936.0% |
| All | +1,723.2% | +179.1% | +1,544.1% | +885.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling