-35.1%
TLT vs NTRA
+171.1%
-206.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -1.3% | +4.3% | -5.6% | -1.4% |
| 3M | -3.7% | +50.6% | -54.4% | -4.7% |
| 6M | -6.4% | +63.9% | -70.3% | -7.5% |
| YTD | -4.5% | +42.4% | -46.8% | -5.4% |
| 1Y | -5.9% | +92.1% | -97.9% | -7.3% |
| 3Y | -2.8% | +501.7% | -504.5% | -7.0% |
| 5Y | -35.1% | +171.4% | -206.5% | -37.7% |
| All | -35.1% | +171.1% | -206.1% | -37.7% |
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