-33.0%
TSLL vs NTRA
+54.6%
-87.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.3% |
| 7D | +17.8% | +2.7% | +15.1% | +17.0% |
| 30D | +8.2% | -19.2% | +27.4% | +15.4% |
| 3M | +20.9% | +2.7% | +18.2% | +19.3% |
| 6M | -37.5% | +63.4% | -100.9% | -46.2% |
| YTD | -44.5% | +39.3% | -83.8% | -52.8% |
| 1Y | -33.0% | +59.0% | -92.0% | -45.7% |
| All | -33.0% | +54.6% | -87.5% | -45.7% |
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