+577.0%
TXN vs NTRA
+1,711.9%
-1,134.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +2.0% | -0.5% | +2.4% | +2.0% |
| 30D | -8.0% | +4.3% | -12.3% | -8.6% |
| 3M | -7.8% | +50.6% | -58.4% | -13.5% |
| 6M | +32.4% | +63.9% | -31.5% | +21.8% |
| YTD | +51.7% | +42.4% | +9.3% | +42.0% |
| 1Y | +44.3% | +92.1% | -47.8% | +28.9% |
| 3Y | +71.3% | +501.7% | -430.5% | +27.4% |
| 5Y | +56.4% | +171.4% | -115.0% | +22.6% |
| 10Y | +410.2% | +3,161.4% | -2,751.2% | +189.9% |
| All | +577.0% | +1,711.9% | -1,134.9% | +291.2% |
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