+356.2%
TPR vs NTRA
+2,761.8%
-2,405.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.3% | +2.7% | -3.0% | -0.7% |
| 30D | +15.1% | -19.2% | +34.3% | +18.3% |
| 3M | +3.5% | +2.7% | +0.8% | +2.3% |
| 6M | +0.4% | +63.4% | -62.9% | -8.3% |
| YTD | +4.6% | +39.3% | -34.7% | -2.9% |
| 1Y | +33.1% | +59.0% | -25.9% | +20.8% |
| 3Y | +396.0% | +557.4% | -161.4% | +253.6% |
| 5Y | +230.3% | +177.4% | +52.9% | +150.5% |
| All | +356.2% | +2,761.8% | -2,405.6% | +156.3% |
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