+106.1%
T vs NTRA
+502.5%
-396.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.5% |
| 7D | -2.4% | -0.5% | -2.0% | -2.5% |
| 30D | +4.3% | +4.3% | 0.0% | +4.5% |
| 3M | +11.6% | +50.6% | -39.1% | +13.1% |
| 6M | -5.6% | +63.9% | -69.5% | -4.0% |
| YTD | +6.6% | +42.4% | -35.8% | +8.1% |
| 1Y | -8.4% | +92.1% | -100.5% | -6.9% |
| All | +106.1% | +502.5% | -396.4% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling