-48.9%
TOST vs NTRA
+163.3%
-212.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -5.9% | -0.5% | -5.4% | -5.7% |
| 30D | -8.4% | +4.3% | -12.7% | -9.9% |
| 3M | +31.4% | +50.6% | -19.2% | +11.9% |
| 6M | +10.5% | +63.9% | -53.4% | -9.1% |
| YTD | -10.1% | +42.4% | -52.4% | -22.5% |
| 1Y | -19.9% | +92.1% | -112.0% | -38.2% |
| 3Y | +53.3% | +501.7% | -448.5% | -25.0% |
| All | -48.9% | +163.3% | -212.2% | -60.7% |
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