-51.9%
TSLL vs NTRA
+535.2%
-587.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.1% | +8.6% |
| 7D | +5.8% | +1.1% | +4.7% | +5.1% |
| 30D | +21.7% | +0.6% | +21.1% | +21.3% |
| 3M | -28.2% | +51.8% | -80.1% | -44.4% |
| 6M | -29.5% | +63.6% | -93.1% | -49.0% |
| YTD | -47.5% | +41.5% | -89.0% | -59.0% |
| 1Y | -20.8% | +93.6% | -114.4% | -48.9% |
| 3Y | -26.7% | +498.0% | -524.8% | -68.9% |
| All | -51.9% | +535.2% | -587.1% | -80.0% |
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