+419.8%
TXN vs NTRA
+3,199.2%
-2,779.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +3.7% |
| 7D | +4.0% | +0.2% | +3.7% | +3.9% |
| 30D | -2.9% | +4.1% | -7.0% | -3.5% |
| 3M | -9.1% | +50.0% | -59.1% | -15.3% |
| 6M | +36.6% | +67.3% | -30.7% | +24.1% |
| YTD | +57.5% | +43.6% | +13.9% | +46.2% |
| 1Y | +49.5% | +89.2% | -39.7% | +32.3% |
| 3Y | +76.5% | +502.5% | -426.0% | +26.9% |
| 5Y | +62.4% | +173.8% | -111.4% | +24.2% |
| All | +419.8% | +3,199.2% | -2,779.4% | +167.4% |
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