+21.3%
TFC vs NTRA
+99.0%
-77.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +2.9% |
| 7D | +5.1% | -7.9% | +12.9% | +5.5% |
| 30D | +9.8% | -8.1% | +17.9% | +10.2% |
| 3M | -2.4% | +42.1% | -44.5% | -4.8% |
| 6M | +4.9% | +84.8% | -79.9% | -0.3% |
| YTD | +6.6% | +70.7% | -64.1% | +0.1% |
| 1Y | +21.3% | +99.0% | -77.7% | +12.2% |
| All | +21.3% | +99.0% | -77.7% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling