+17.1%
TEM vs NTRA
+70.1%
-53.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -6.1% |
| 7D | -1.1% | +1.6% | -2.6% | -2.3% |
| 30D | +11.3% | +3.8% | +7.5% | +9.1% |
| 3M | +25.5% | +48.2% | -22.7% | -2.5% |
| 6M | +17.1% | +61.0% | -43.8% | -16.5% |
| All | +17.1% | +70.1% | -53.0% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling