+1,959.8%
TER vs NTRA
+1,700.8%
+259.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.5% |
| 7D | +11.0% | +1.1% | +9.9% | +10.7% |
| 30D | -1.9% | +0.6% | -2.5% | -2.1% |
| 3M | -0.7% | +51.8% | -52.5% | -10.1% |
| 6M | +36.4% | +63.6% | -27.2% | +20.8% |
| YTD | +92.4% | +41.5% | +51.0% | +75.5% |
| 1Y | +213.5% | +93.6% | +119.9% | +166.9% |
| 3Y | +277.2% | +498.0% | -220.8% | +150.2% |
| 5Y | +219.1% | +172.5% | +46.7% | +127.9% |
| 10Y | +1,744.2% | +2,960.8% | -1,216.6% | +800.1% |
| All | +1,959.8% | +1,700.8% | +259.0% | +929.6% |
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 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