-2.8%
TLT vs NTRA
+1,700.8%
-1,703.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.4% | +1.1% | -0.7% | +0.4% |
| 30D | -0.3% | +0.6% | -0.9% | -0.3% |
| 3M | -1.7% | +51.8% | -53.6% | -1.8% |
| 6M | -4.9% | +63.6% | -68.5% | -5.0% |
| YTD | -2.8% | +41.5% | -44.3% | -2.9% |
| 1Y | -4.2% | +93.6% | -97.8% | -4.3% |
| 3Y | -1.1% | +498.0% | -499.1% | -1.1% |
| 5Y | -33.7% | +172.5% | -206.2% | -34.1% |
| 10Y | -20.7% | +2,960.8% | -2,981.5% | -17.1% |
| All | -2.8% | +1,700.8% | -1,703.5% | +1.7% |
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 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