-19.7%
TSCO vs NTRA
+507.7%
-527.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -5.7% | +0.2% | -5.9% | -5.7% |
| 30D | -8.8% | +4.1% | -12.9% | -9.2% |
| 3M | +6.3% | +50.0% | -43.7% | +1.3% |
| 6M | -32.3% | +67.3% | -99.6% | -36.5% |
| YTD | -32.7% | +43.6% | -76.3% | -36.1% |
| 1Y | -43.7% | +89.2% | -132.9% | -48.4% |
| 3Y | -19.7% | +502.5% | -522.2% | -44.7% |
| All | -19.7% | +507.7% | -527.3% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling