+316.3%
TPR vs NTRA
+3,199.2%
-2,882.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -22.6% | +4.1% | -26.7% | -23.1% |
| 3M | -18.2% | +50.0% | -68.2% | -23.8% |
| 6M | -18.0% | +67.3% | -85.3% | -25.3% |
| YTD | -6.4% | +43.6% | -50.0% | -12.9% |
| 1Y | +12.3% | +89.2% | -76.9% | -0.2% |
| 3Y | +298.7% | +502.5% | -203.9% | +188.9% |
| 5Y | +232.5% | +173.8% | +58.7% | +153.9% |
| All | +316.3% | +3,199.2% | -2,882.9% | +128.1% |
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