+32.4%
TXN vs NTRA
+58.3%
-25.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +2.0% | -0.5% | +2.4% | +2.0% |
| 30D | -8.0% | +4.3% | -12.3% | -8.1% |
| 3M | -7.8% | +50.6% | -58.4% | -8.2% |
| 6M | +32.4% | +63.9% | -31.5% | +29.6% |
| All | +32.4% | +58.3% | -25.9% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling