+377.5%
TPR vs NTRA
+1,723.2%
-1,345.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.3% | +0.6% | -2.9% | -2.4% |
| 30D | -23.0% | +19.5% | -42.5% | -25.1% |
| 3M | -12.5% | +47.8% | -60.2% | -17.5% |
| 6M | -21.4% | +61.6% | -83.1% | -27.3% |
| YTD | -3.5% | +43.3% | -46.8% | -9.4% |
| 1Y | +17.4% | +97.0% | -79.7% | +5.2% |
| 3Y | +291.3% | +424.9% | -133.7% | +200.9% |
| 5Y | +241.9% | +165.2% | +76.7% | +170.2% |
| 10Y | +322.7% | +3,114.3% | -2,791.6% | +161.8% |
| All | +377.5% | +1,723.2% | -1,345.8% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling