+1,951.8%
TSLA vs NTRA
+1,700.8%
+251.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | +3.4% | +1.1% | +2.3% | +3.1% |
| 30D | +12.0% | +0.6% | +11.4% | +11.8% |
| 3M | -10.0% | +51.8% | -61.8% | -19.9% |
| 6M | -7.2% | +63.6% | -70.8% | -19.8% |
| YTD | -18.1% | +41.5% | -59.6% | -26.9% |
| 1Y | +6.3% | +93.6% | -87.4% | -12.6% |
| 3Y | +48.2% | +498.0% | -449.9% | -9.1% |
| 5Y | +46.5% | +172.5% | -125.9% | -1.4% |
| 10Y | +2,698.1% | +2,960.8% | -262.7% | +1,091.7% |
| All | +1,951.8% | +1,700.8% | +251.0% | +788.6% |
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 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