-46.0%
TSLL vs NTRA
+99.0%
-145.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.5% |
| 7D | -9.4% | -7.9% | -1.6% | -7.1% |
| 30D | +1.6% | -8.1% | +9.7% | +4.2% |
| 3M | +29.4% | +42.1% | -12.7% | +12.9% |
| 6M | -20.1% | +84.8% | -105.0% | -37.0% |
| YTD | -44.5% | +70.7% | -115.2% | -57.4% |
| 1Y | -46.0% | +99.0% | -145.1% | -67.6% |
| All | -46.0% | +99.0% | -145.1% | -67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling