+1,124.0%
TTMI vs NTRA
+3,199.2%
-2,075.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.2% |
| 7D | +0.7% | +0.2% | +0.4% | +0.6% |
| 30D | -8.4% | +4.1% | -12.5% | -9.2% |
| 3M | -32.5% | +50.0% | -82.5% | -37.7% |
| 6M | +32.5% | +67.3% | -34.8% | +18.9% |
| YTD | +83.2% | +43.6% | +39.7% | +69.1% |
| 1Y | +161.7% | +89.2% | +72.4% | +130.0% |
| 3Y | +890.1% | +502.5% | +387.6% | +600.1% |
| 5Y | +832.4% | +173.8% | +658.7% | +598.6% |
| All | +1,124.0% | +3,199.2% | -2,075.2% | +486.5% |
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