+537.0%
TDG vs NTRA
+3,199.2%
-2,662.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -7.7% | +4.1% | -11.8% | -8.4% |
| 3M | -9.3% | +50.0% | -59.4% | -16.2% |
| 6M | -9.4% | +67.3% | -76.7% | -18.2% |
| YTD | -14.3% | +43.6% | -57.8% | -20.7% |
| 1Y | -11.8% | +89.2% | -101.1% | -22.5% |
| 3Y | +52.0% | +502.5% | -450.6% | +6.2% |
| 5Y | +128.8% | +173.8% | -44.9% | +71.9% |
| All | +537.0% | +3,199.2% | -2,662.2% | +198.6% |
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