+2,664.3%
TSLA vs NTRA
+3,199.2%
-534.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.3% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +11.6% | +4.1% | +7.5% | +10.3% |
| 3M | -8.4% | +50.0% | -58.5% | -19.1% |
| 6M | -10.4% | +67.3% | -77.7% | -24.1% |
| YTD | -18.7% | +43.6% | -62.3% | -28.5% |
| 1Y | -0.9% | +89.2% | -90.2% | -19.5% |
| 3Y | +33.6% | +502.5% | -469.0% | -22.2% |
| 5Y | +48.9% | +173.8% | -124.9% | -3.5% |
| All | +2,664.3% | +3,199.2% | -534.9% | +964.5% |
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