-51.7%
TSLL vs NTRA
+511.4%
-563.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.3% |
| 7D | -11.0% | -19.7% | +8.7% | -0.4% |
| 30D | -5.3% | -22.1% | +16.9% | +7.4% |
| 3M | +20.8% | -2.0% | +22.8% | +19.9% |
| 6M | -36.0% | +60.6% | -96.6% | -53.2% |
| YTD | -47.3% | +36.2% | -83.5% | -58.7% |
| 1Y | -48.4% | +51.0% | -99.4% | -62.1% |
| 3Y | -5.4% | +567.5% | -572.9% | -61.6% |
| All | -51.7% | +511.4% | -563.1% | -79.9% |
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