-29.4%
TSCO vs NTRA
+99.0%
-128.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.2% |
| 7D | +15.7% | -7.9% | +23.6% | +15.9% |
| 30D | +16.4% | -8.1% | +24.6% | +16.6% |
| 3M | +11.2% | +42.1% | -30.9% | +8.5% |
| 6M | +14.9% | +84.8% | -69.9% | +9.4% |
| YTD | -25.4% | +70.7% | -96.1% | -30.7% |
| 1Y | -29.4% | +99.0% | -128.4% | -34.7% |
| All | -29.4% | +99.0% | -128.4% | -34.7% |
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