+289.5%
TEL vs NTRA
+1,711.9%
-1,422.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -6.1% | +4.3% | -10.4% | -6.7% |
| 3M | +1.7% | +50.6% | -48.9% | -4.9% |
| 6M | +1.6% | +63.9% | -62.3% | -6.5% |
| YTD | -9.1% | +42.4% | -51.4% | -14.8% |
| 1Y | -1.7% | +92.1% | -93.7% | -11.9% |
| 3Y | +67.3% | +501.7% | -434.4% | +24.4% |
| 5Y | +52.1% | +171.4% | -119.3% | +19.0% |
| 10Y | +299.3% | +3,161.4% | -2,862.1% | +119.9% |
| All | +289.5% | +1,711.9% | -1,422.4% | +117.4% |
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 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