+72.6%
TEL vs NTRA
+507.7%
-435.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.4% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | -0.7% | +4.1% | -4.8% | -1.4% |
| 3M | +2.4% | +50.0% | -47.6% | -5.2% |
| 6M | +4.1% | +67.3% | -63.2% | -6.1% |
| YTD | -5.8% | +43.6% | -49.4% | -13.0% |
| 1Y | +0.9% | +89.2% | -88.4% | -11.1% |
| 3Y | +72.6% | +502.5% | -429.9% | +29.4% |
| All | +72.6% | +507.7% | -435.1% | +29.4% |
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 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