+33.0%
TMUS vs NTRA
+510.2%
-477.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | -5.3% | +1.6% | -6.9% | -5.3% |
| 30D | +0.1% | +3.8% | -3.7% | +0.2% |
| 3M | -0.6% | +48.2% | -48.9% | -0.1% |
| 6M | -17.5% | +61.0% | -78.5% | -17.2% |
| YTD | -11.3% | +44.2% | -55.4% | -10.6% |
| 1Y | -25.4% | +87.3% | -112.7% | -25.8% |
| All | +33.0% | +510.2% | -477.2% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling