+376.4%
TTD vs NTRA
+3,099.7%
-2,723.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.4% |
| 7D | -0.6% | +0.2% | -0.9% | -0.7% |
| 30D | +6.3% | +4.1% | +2.2% | +4.7% |
| 3M | -24.1% | +50.0% | -74.2% | -36.7% |
| 6M | -47.4% | +67.3% | -114.7% | -58.6% |
| YTD | -62.2% | +43.6% | -105.8% | -68.8% |
| 1Y | -68.3% | +89.2% | -157.5% | -76.5% |
| 3Y | -83.4% | +502.5% | -586.0% | -92.6% |
| 5Y | -80.3% | +173.8% | -254.1% | -89.5% |
| All | +376.4% | +3,099.7% | -2,723.3% | +35.1% |
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