+736.3%
TT vs NTRA
+2,761.8%
-2,025.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +4.0% | +2.7% | +1.3% | +3.7% |
| 30D | -11.3% | -19.2% | +7.9% | -9.4% |
| 3M | -12.3% | +2.7% | -15.0% | -12.9% |
| 6M | -10.8% | +63.4% | -74.2% | -16.5% |
| YTD | +8.2% | +39.3% | -31.1% | +2.6% |
| 1Y | +1.5% | +59.0% | -57.5% | -5.3% |
| 3Y | +91.5% | +557.4% | -465.9% | +50.3% |
| 5Y | +130.2% | +177.4% | -47.2% | +89.2% |
| All | +736.3% | +2,761.8% | -2,025.5% | +400.5% |
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 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