+302.0%
TRV vs NTRA
+3,199.2%
-2,897.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +1.7% | +4.1% | -2.4% | +1.4% |
| 3M | +23.9% | +50.0% | -26.2% | +20.0% |
| 6M | +26.3% | +67.3% | -41.0% | +21.0% |
| YTD | +30.8% | +43.6% | -12.8% | +26.6% |
| 1Y | +36.3% | +89.2% | -52.9% | +29.0% |
| 3Y | +145.0% | +502.5% | -357.5% | +108.2% |
| 5Y | +163.9% | +173.8% | -9.9% | +134.6% |
| All | +302.0% | +3,199.2% | -2,897.2% | +155.9% |
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 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