+95.6%
TFC vs NTRA
+3,199.2%
-3,103.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -3.4% | +4.1% | -7.5% | -3.9% |
| 3M | +0.4% | +50.0% | -49.6% | -4.7% |
| 6M | +12.7% | +67.3% | -54.6% | +5.1% |
| YTD | +5.6% | +43.6% | -38.0% | +0.1% |
| 1Y | +16.0% | +89.2% | -73.2% | +6.3% |
| 3Y | +94.0% | +502.5% | -408.6% | +52.9% |
| 5Y | +16.2% | +173.8% | -157.6% | -4.5% |
| All | +95.6% | +3,199.2% | -3,103.6% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling