+55.6%
TOST vs NTRA
+482.3%
-426.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -2.4% | +19.5% | -21.9% | -8.9% |
| 3M | +34.6% | +47.8% | -13.1% | +15.9% |
| 6M | +15.2% | +61.6% | -46.4% | -4.4% |
| YTD | -4.4% | +43.3% | -47.6% | -17.5% |
| 1Y | -17.4% | +97.0% | -114.5% | -36.3% |
| All | +55.6% | +482.3% | -426.7% | -26.9% |
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