-23.0%
TNA vs NTRA
+172.0%
-195.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -7.3% | +0.2% | -7.5% | -7.4% |
| 30D | -14.2% | +4.1% | -18.3% | -16.0% |
| 3M | -4.6% | +50.0% | -54.6% | -24.9% |
| 6M | +36.9% | +67.3% | -30.4% | +0.4% |
| YTD | +42.5% | +43.6% | -1.0% | +12.8% |
| 1Y | +45.8% | +89.2% | -43.5% | -0.8% |
| 3Y | +104.7% | +502.5% | -397.9% | -26.0% |
| All | -23.0% | +172.0% | -195.0% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling