-18.4%
TSLL vs NTRA
+634.6%
-653.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -14.6% | +23.2% | +18.0% |
| 7D | -21.2% | -25.0% | +3.8% | -6.2% |
| 30D | -13.3% | -21.5% | +8.2% | +0.1% |
| 3M | +15.4% | +17.1% | -1.7% | -1.3% |
| 6M | -34.2% | +44.4% | -78.7% | -53.3% |
| YTD | -52.9% | +35.6% | -88.5% | -65.9% |
| 1Y | -54.3% | +56.5% | -110.9% | -70.8% |
| 3Y | -18.4% | +620.8% | -639.2% | -70.0% |
| All | -18.4% | +634.6% | -653.0% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling