+15.4%
TSLL vs NTRA
+16.0%
-0.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -14.6% | +23.2% | +12.2% |
| 7D | -21.2% | -25.0% | +3.8% | -14.2% |
| 30D | -13.3% | -21.5% | +8.2% | -6.8% |
| 3M | +15.4% | +17.1% | -1.7% | +10.7% |
| All | +15.4% | +16.0% | -0.7% | +10.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling