+16.0%
TFC vs NTRA
+171.1%
-155.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -2.8% | +4.3% | -7.1% | -3.3% |
| 3M | +2.1% | +50.6% | -48.5% | -2.9% |
| 6M | +10.1% | +63.9% | -53.8% | +3.2% |
| YTD | +5.4% | +42.4% | -36.9% | +0.2% |
| 1Y | +16.3% | +92.1% | -75.8% | +6.6% |
| 3Y | +95.9% | +501.7% | -405.9% | +56.2% |
| 5Y | +16.0% | +171.4% | -155.5% | -5.4% |
| All | +16.0% | +171.1% | -155.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling