+1,129.5%
TTMI vs NTRA
+1,711.9%
-582.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.3% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | -6.4% | +4.3% | -10.7% | -7.1% |
| 3M | -28.9% | +50.6% | -79.6% | -34.1% |
| 6M | +26.9% | +63.9% | -37.1% | +15.2% |
| YTD | +77.3% | +42.4% | +34.9% | +64.8% |
| 1Y | +147.5% | +92.1% | +55.4% | +119.2% |
| 3Y | +847.6% | +501.7% | +345.9% | +588.9% |
| 5Y | +802.2% | +171.4% | +630.8% | +590.9% |
| 10Y | +1,076.3% | +3,161.4% | -2,085.1% | +495.5% |
| All | +1,129.5% | +1,711.9% | -582.3% | +556.1% |
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 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