+394.2%
TMUS vs NTRA
+1,723.2%
-1,329.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +5.3% | +19.5% | -14.3% | +3.3% |
| 3M | +3.1% | +47.8% | -44.6% | -1.0% |
| 6M | -16.5% | +61.6% | -78.1% | -20.9% |
| YTD | -9.2% | +43.3% | -52.4% | -13.1% |
| 1Y | -26.5% | +97.0% | -123.5% | -32.1% |
| 3Y | +39.0% | +424.9% | -385.9% | +13.4% |
| 5Y | +40.4% | +165.2% | -124.8% | +17.8% |
| 10Y | +303.7% | +3,114.3% | -2,810.6% | +145.0% |
| All | +394.2% | +1,723.2% | -1,329.0% | +195.9% |
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 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