+277.0%
IR vs NTAP
+482.1%
-205.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.2% |
| 7D | -1.9% | +2.2% | -4.1% | -2.7% |
| 30D | -15.0% | -7.0% | -8.0% | -12.8% |
| 3M | -0.4% | +12.3% | -12.7% | -5.5% |
| 6M | -15.0% | +85.1% | -100.2% | -35.9% |
| YTD | -7.1% | +74.8% | -81.8% | -28.5% |
| 1Y | -7.5% | +52.7% | -60.2% | -24.9% |
| 3Y | +6.3% | +147.7% | -141.4% | -32.8% |
| 5Y | +37.3% | +124.8% | -87.4% | -11.2% |
| All | +277.0% | +482.1% | -205.1% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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