+278.4%
TER vs NTRA
+502.5%
-224.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -3.1% |
| 7D | +9.4% | -0.5% | +9.8% | +9.6% |
| 30D | -2.4% | +4.3% | -6.7% | -3.8% |
| 3M | +6.5% | +50.6% | -44.1% | -8.7% |
| 6M | +23.2% | +63.9% | -40.8% | +1.1% |
| YTD | +91.5% | +42.4% | +49.1% | +64.7% |
| 1Y | +214.8% | +92.1% | +122.7% | +142.9% |
| All | +278.4% | +502.5% | -224.1% | +112.6% |
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