+47.6%
TSLA vs NTRA
+172.0%
-124.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 3M | -8.4% | +50.0% | -58.5% | -19.9% |
| 6M | -10.4% | +67.3% | -77.7% | -25.2% |
| YTD | -18.7% | +43.6% | -62.3% | -29.3% |
| 1Y | -0.9% | +89.2% | -90.2% | -21.2% |
| 3Y | +33.6% | +502.5% | -469.0% | -24.4% |
| All | +47.6% | +172.0% | -124.5% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling