-46.7%
TOST vs NTRA
+161.7%
-208.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -0.9% | +1.1% | -1.9% | -1.2% |
| 30D | -3.5% | +0.6% | -4.1% | -3.8% |
| 3M | +38.1% | +51.8% | -13.7% | +17.4% |
| 6M | +9.9% | +63.6% | -53.7% | -9.6% |
| YTD | -6.3% | +41.5% | -47.7% | -19.1% |
| 1Y | -18.3% | +93.6% | -112.0% | -37.1% |
| 3Y | +59.7% | +498.0% | -438.3% | -21.6% |
| All | -46.7% | +161.7% | -208.4% | -58.9% |
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 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