+371.5%
TRV vs NTRA
+1,711.9%
-1,340.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -1.8% | +4.3% | -6.1% | -2.1% |
| 3M | +21.6% | +50.6% | -29.1% | +18.2% |
| 6M | +22.5% | +63.9% | -41.5% | +18.0% |
| YTD | +28.1% | +42.4% | -14.2% | +24.5% |
| 1Y | +37.0% | +92.1% | -55.1% | +30.3% |
| 3Y | +141.9% | +501.7% | -359.8% | +109.5% |
| 5Y | +158.5% | +171.4% | -12.9% | +132.1% |
| 10Y | +297.5% | +3,161.4% | -2,863.9% | +180.2% |
| All | +371.5% | +1,711.9% | -1,340.4% | +230.9% |
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