-53.1%
TE vs NTRA
+873.5%
-926.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -5.9% | +4.1% | -10.0% | -6.8% |
| 3M | -45.6% | +50.0% | -95.6% | -50.5% |
| 6M | -43.4% | +67.3% | -110.7% | -50.4% |
| YTD | -31.0% | +43.6% | -74.6% | -37.4% |
| 1Y | +145.2% | +89.2% | +56.0% | +109.3% |
| 3Y | -24.1% | +502.5% | -526.6% | -48.9% |
| 5Y | -48.1% | +173.8% | -221.9% | -65.4% |
| All | -53.1% | +873.5% | -926.5% | -69.8% |
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 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