+1,633.2%
NTRA vs TYL
+223.3%
+1,409.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -3.1% |
| 7D | -19.7% | +4.3% | -24.0% | -21.6% |
| 30D | -22.1% | +28.0% | -50.1% | -33.1% |
| 3M | -2.0% | +32.3% | -34.3% | -18.3% |
| 6M | +60.6% | +29.9% | +30.7% | +32.3% |
| YTD | +36.2% | -7.1% | +43.3% | +34.9% |
| 1Y | +51.0% | -9.2% | +60.2% | +51.4% |
| 3Y | +567.5% | +0.7% | +566.8% | +489.3% |
| 5Y | +191.6% | -21.1% | +212.6% | +200.5% |
| 10Y | +2,914.3% | +180.8% | +2,733.5% | +1,576.4% |
| All | +1,633.2% | +223.3% | +1,409.9% | +749.4% |
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