+59.7%
TEM vs NTRA
+195.5%
-135.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.6% |
| 7D | +3.2% | +1.1% | +2.2% | +2.3% |
| 30D | +23.5% | +0.6% | +22.9% | +23.9% |
| 3M | +32.3% | +51.8% | -19.5% | -7.5% |
| 6M | +23.0% | +63.6% | -40.6% | -21.6% |
| YTD | +8.9% | +41.5% | -32.6% | -21.8% |
| 1Y | -19.9% | +93.6% | -113.5% | -57.7% |
| All | +59.7% | +195.5% | -135.8% | -26.5% |
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 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