-21.2%
TSLL vs NTRA
+97.0%
-118.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.9% |
| 7D | +5.1% | +1.6% | +3.5% | +4.5% |
| 30D | +20.0% | +3.8% | +16.2% | +18.3% |
| 3M | -23.8% | +48.2% | -72.0% | -34.3% |
| 6M | -30.3% | +61.0% | -91.2% | -43.7% |
| YTD | -47.7% | +44.2% | -91.8% | -56.1% |
| 1Y | -21.2% | +87.3% | -108.5% | -43.6% |
| All | -21.2% | +97.0% | -118.2% | -43.6% |
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