+203.6%
TGT vs NTRA
+3,199.2%
-2,995.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -5.2% | +0.2% | -5.5% | -5.3% |
| 30D | +1.2% | +4.1% | -2.9% | +0.8% |
| 3M | +18.4% | +50.0% | -31.7% | +14.2% |
| 6M | +33.4% | +67.3% | -33.9% | +27.2% |
| YTD | +63.8% | +43.6% | +20.2% | +57.9% |
| 1Y | +77.2% | +89.2% | -12.1% | +66.6% |
| 3Y | +41.8% | +502.5% | -460.8% | +19.5% |
| 5Y | -25.5% | +173.8% | -199.3% | -35.9% |
| All | +203.6% | +3,199.2% | -2,995.6% | +113.8% |
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