+917.7%
TT vs NTRA
+3,199.2%
-2,281.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -7.3% | +4.1% | -11.4% | -7.8% |
| 3M | -3.6% | +50.0% | -53.6% | -8.4% |
| 6M | +2.8% | +67.3% | -64.5% | -3.9% |
| YTD | +14.5% | +43.6% | -29.1% | +8.6% |
| 1Y | +7.4% | +89.2% | -81.8% | -1.5% |
| 3Y | +116.2% | +502.5% | -386.3% | +71.3% |
| 5Y | +147.4% | +173.8% | -26.4% | +103.7% |
| All | +917.7% | +3,199.2% | -2,281.5% | +489.0% |
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