+1,779.8%
TSM vs NTRA
+3,199.2%
-1,419.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +1.0% | +4.1% | -3.2% | +0.3% |
| 3M | +2.9% | +50.0% | -47.1% | -4.3% |
| 6M | +22.8% | +67.3% | -44.5% | +11.7% |
| YTD | +43.3% | +43.6% | -0.3% | +33.3% |
| 1Y | +69.2% | +89.2% | -20.1% | +50.2% |
| 3Y | +404.5% | +502.5% | -98.0% | +271.6% |
| 5Y | +282.2% | +173.8% | +108.4% | +195.6% |
| All | +1,779.8% | +3,199.2% | -1,419.4% | +970.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling