+407.0%
TSM vs NTRA
+510.2%
-103.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.4% |
| 7D | +4.8% | +1.6% | +3.2% | +4.3% |
| 30D | +4.0% | +3.8% | +0.3% | +2.9% |
| 3M | +2.0% | +48.2% | -46.3% | -9.7% |
| 6M | +25.5% | +61.0% | -35.5% | +7.4% |
| YTD | +44.0% | +44.2% | -0.2% | +26.6% |
| 1Y | +75.4% | +87.3% | -11.9% | +41.3% |
| All | +407.0% | +510.2% | -103.2% | +209.7% |
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 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