+229.6%
TPR vs NTRA
+172.0%
+57.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.5% |
| 7D | -3.4% | +1.1% | -4.4% | -3.5% |
| 30D | -27.3% | +0.6% | -27.9% | -27.4% |
| 3M | -16.2% | +51.8% | -68.1% | -22.4% |
| 6M | -17.9% | +63.6% | -81.5% | -25.5% |
| YTD | -7.1% | +41.5% | -48.6% | -13.8% |
| 1Y | +13.6% | +93.6% | -80.0% | -0.5% |
| 3Y | +293.7% | +498.0% | -204.3% | +178.1% |
| All | +229.6% | +172.0% | +57.6% | +149.9% |
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