+108.6%
T vs NTRA
+1,700.8%
-1,592.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -1.5% | +1.1% | -2.6% | -1.6% |
| 30D | +7.6% | +0.6% | +7.0% | +7.6% |
| 3M | +15.3% | +51.8% | -36.5% | +13.8% |
| 6M | -8.5% | +63.6% | -72.1% | -10.0% |
| YTD | +6.8% | +41.5% | -34.7% | +5.4% |
| 1Y | -7.2% | +93.6% | -100.9% | -9.5% |
| 3Y | +108.2% | +498.0% | -389.8% | +93.3% |
| 5Y | +66.1% | +172.5% | -106.4% | +55.7% |
| 10Y | +65.3% | +2,960.8% | -2,895.5% | +38.1% |
| All | +108.6% | +1,700.8% | -1,592.2% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling