+70.3%
T vs NTRA
+3,199.2%
-3,128.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +7.5% | +4.1% | +3.4% | +7.3% |
| 3M | +14.8% | +50.0% | -35.2% | +13.3% |
| 6M | -1.7% | +67.3% | -69.0% | -3.6% |
| YTD | +8.7% | +43.6% | -34.9% | +7.1% |
| 1Y | -7.5% | +89.2% | -96.7% | -9.8% |
| 3Y | +110.2% | +502.5% | -392.3% | +93.8% |
| 5Y | +71.6% | +173.8% | -102.1% | +60.2% |
| All | +70.3% | +3,199.2% | -3,128.9% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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