+1,282.5%
TSEM vs NTRA
+3,199.2%
-1,916.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -18.7% | +4.1% | -22.8% | -19.4% |
| 3M | -18.1% | +50.0% | -68.2% | -24.1% |
| 6M | +77.1% | +67.3% | +9.8% | +60.0% |
| YTD | +80.1% | +43.6% | +36.6% | +66.9% |
| 1Y | +220.4% | +89.2% | +131.1% | +182.5% |
| 3Y | +650.1% | +502.5% | +147.5% | +443.6% |
| 5Y | +628.9% | +173.8% | +455.1% | +465.5% |
| All | +1,282.5% | +3,199.2% | -1,916.7% | +595.6% |
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