-40.9%
TSCO vs NTRA
+96.0%
-136.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +5.5% | +19.5% | -14.1% | +4.1% |
| 3M | +20.0% | +47.8% | -27.8% | +16.2% |
| 6M | -29.8% | +61.6% | -91.4% | -32.8% |
| YTD | -28.7% | +43.3% | -71.9% | -32.2% |
| 1Y | -40.9% | +97.0% | -137.9% | -45.3% |
| All | -40.9% | +96.0% | -136.9% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling