-46.4%
TOST vs NTRA
+160.7%
-207.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -4.7% | -11.2% | +6.6% | -1.3% |
| 30D | +8.5% | -18.4% | +26.9% | +14.9% |
| 3M | -1.6% | +2.2% | -3.8% | -4.1% |
| 6M | +44.1% | +58.1% | -14.0% | +18.4% |
| YTD | -5.6% | +41.0% | -46.6% | -19.8% |
| 1Y | -12.6% | +54.1% | -66.7% | -28.2% |
| 3Y | +137.6% | +590.9% | -453.4% | +9.5% |
| 5Y | -30.4% | +180.7% | -211.1% | -50.9% |
| All | -46.4% | +160.7% | -207.1% | -59.3% |
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