-68.3%
TTD vs NTRA
+92.9%
-161.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.8% |
| 7D | -0.6% | +0.2% | -0.9% | -0.6% |
| 30D | +6.3% | +4.1% | +2.2% | +7.0% |
| 3M | -24.1% | +50.0% | -74.2% | -21.6% |
| 6M | -47.4% | +67.3% | -114.7% | -46.5% |
| YTD | -62.2% | +43.6% | -105.8% | -60.3% |
| 1Y | -68.3% | +89.2% | -157.5% | -67.7% |
| All | -68.3% | +92.9% | -161.2% | -67.7% |
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 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