+9.2%
TT vs NTRA
+96.0%
-86.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -7.4% | +19.5% | -26.9% | -8.3% |
| 3M | -3.2% | +47.8% | -51.0% | -5.4% |
| 6M | +1.1% | +61.6% | -60.5% | -2.1% |
| YTD | +15.6% | +43.3% | -27.6% | +10.7% |
| 1Y | +9.2% | +97.0% | -87.9% | +3.5% |
| All | +9.2% | +96.0% | -86.8% | +3.5% |
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