+1,252.0%
TSEM vs NTRA
+1,711.9%
-459.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.7% | -3.7% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -16.6% | +4.3% | -20.9% | -17.2% |
| 3M | -10.9% | +50.6% | -61.5% | -17.1% |
| 6M | +78.0% | +63.9% | +14.1% | +62.3% |
| YTD | +77.2% | +42.4% | +34.8% | +65.1% |
| 1Y | +207.6% | +92.1% | +115.5% | +172.4% |
| 3Y | +637.8% | +501.7% | +136.1% | +444.0% |
| 5Y | +617.0% | +171.4% | +445.5% | +462.0% |
| 10Y | +1,270.7% | +3,161.4% | -1,890.7% | +610.9% |
| All | +1,252.0% | +1,711.9% | -459.9% | +622.1% |
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