+163.3%
TGT vs NTRA
+1,711.9%
-1,548.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.0% |
| 7D | -5.0% | -0.5% | -4.6% | -5.0% |
| 30D | +3.0% | +4.3% | -1.2% | +2.7% |
| 3M | +22.6% | +50.6% | -28.0% | +18.9% |
| 6M | +31.2% | +63.9% | -32.7% | +26.1% |
| YTD | +63.7% | +42.4% | +21.3% | +58.6% |
| 1Y | +78.5% | +92.1% | -13.6% | +69.1% |
| 3Y | +40.5% | +501.7% | -461.2% | +21.4% |
| 5Y | -25.6% | +171.4% | -197.0% | -34.7% |
| 10Y | +204.7% | +3,161.4% | -2,956.7% | +135.3% |
| All | +163.3% | +1,711.9% | -1,548.5% | +114.8% |
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 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