+90.7%
TFC vs NTRA
+1,735.1%
-1,644.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -1.3% | +1.6% | -2.9% | -1.5% |
| 30D | -2.3% | +3.8% | -6.1% | -2.8% |
| 3M | +2.5% | +48.2% | -45.8% | -2.3% |
| 6M | +9.5% | +61.0% | -51.5% | +3.0% |
| YTD | +5.1% | +44.2% | -39.1% | -0.1% |
| 1Y | +15.5% | +87.3% | -71.8% | +6.4% |
| 3Y | +95.2% | +509.4% | -414.3% | +55.8% |
| 5Y | +14.5% | +175.1% | -160.6% | -5.0% |
| 10Y | +97.2% | +3,203.1% | -3,105.9% | +21.3% |
| All | +90.7% | +1,735.1% | -1,644.3% | +18.2% |
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 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