-23.4%
TSLL vs NTRA
+96.0%
-119.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -11.9% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | +17.8% | +19.5% | -1.7% | +9.6% |
| 3M | -37.0% | +47.8% | -84.8% | -45.6% |
| 6M | -37.7% | +61.6% | -99.3% | -49.8% |
| YTD | -51.4% | +43.3% | -94.6% | -59.0% |
| 1Y | -23.4% | +97.0% | -120.4% | -43.3% |
| All | -23.4% | +96.0% | -119.4% | -43.3% |
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