+365.8%
TTD vs NTRA
+3,053.1%
-2,687.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | +1.7% | +1.1% | +0.7% | +1.4% |
| 30D | +1.6% | +0.6% | +1.0% | +1.2% |
| 3M | -27.8% | +51.8% | -79.7% | -40.0% |
| 6M | -52.1% | +63.6% | -115.7% | -62.0% |
| YTD | -63.1% | +41.5% | -104.6% | -69.3% |
| 1Y | -73.1% | +93.6% | -166.7% | -80.2% |
| 3Y | -83.3% | +498.0% | -581.3% | -92.6% |
| 5Y | -80.6% | +172.5% | -253.1% | -89.6% |
| All | +365.8% | +3,053.1% | -2,687.3% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling