+317.5%
TMUS vs NTRA
+3,199.2%
-2,881.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.8% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +3.5% | +4.1% | -0.6% | +3.1% |
| 3M | -1.3% | +50.0% | -51.4% | -5.5% |
| 6M | -13.6% | +67.3% | -80.9% | -18.6% |
| YTD | -8.8% | +43.6% | -52.3% | -12.9% |
| 1Y | -22.9% | +89.2% | -112.1% | -28.6% |
| 3Y | +36.7% | +502.5% | -465.8% | +8.8% |
| 5Y | +46.6% | +173.8% | -127.2% | +22.0% |
| All | +317.5% | +3,199.2% | -2,881.7% | +145.1% |
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