-20.7%
TLT vs NTRA
+3,199.2%
-3,219.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.1% |
| 7D | -1.6% | +0.2% | -1.9% | -1.6% |
| 30D | -1.1% | +4.1% | -5.2% | -1.2% |
| 3M | -4.9% | +50.0% | -54.9% | -5.0% |
| 6M | -5.0% | +67.3% | -72.3% | -5.3% |
| YTD | -4.4% | +43.6% | -47.9% | -4.6% |
| 1Y | -6.4% | +89.2% | -95.6% | -6.6% |
| 3Y | -2.0% | +502.5% | -504.5% | -2.5% |
| 5Y | -35.0% | +173.8% | -208.8% | -35.7% |
| All | -20.7% | +3,199.2% | -3,219.9% | -17.2% |
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 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