+84.4%
TSM vs NTRA
+96.0%
-11.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +3.6% | +19.5% | -15.9% | -0.2% |
| 3M | -3.4% | +47.8% | -51.1% | -11.4% |
| 6M | +20.6% | +61.6% | -41.0% | +7.4% |
| YTD | +41.9% | +43.3% | -1.4% | +28.2% |
| 1Y | +84.4% | +97.0% | -12.7% | +53.5% |
| All | +84.4% | +96.0% | -11.6% | +53.5% |
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