+328.6%
TMO vs NTRA
+3,199.2%
-2,870.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +1.1% | +4.1% | -3.0% | +0.6% |
| 3M | +28.3% | +50.0% | -21.7% | +21.0% |
| 6M | +23.3% | +67.3% | -44.0% | +14.3% |
| YTD | +5.5% | +43.6% | -38.1% | -0.4% |
| 1Y | +24.5% | +89.2% | -64.7% | +13.4% |
| 3Y | +19.6% | +502.5% | -483.0% | -7.3% |
| 5Y | +8.1% | +173.8% | -165.6% | -12.7% |
| All | +328.6% | +3,199.2% | -2,870.6% | +154.3% |
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