+340.0%
IR vs NTAP
+455.8%
-115.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | +1.5% | -7.8% | +9.3% | +4.4% |
| 30D | +9.0% | -25.8% | +34.8% | +20.7% |
| 3M | -0.9% | -11.2% | +10.4% | +2.0% |
| 6M | +13.4% | +49.9% | -36.5% | -7.7% |
| YTD | +8.5% | +66.9% | -58.4% | -16.4% |
| 1Y | +11.3% | +58.8% | -47.6% | -12.5% |
| 3Y | +26.0% | +140.8% | -114.8% | -20.9% |
| 5Y | +47.9% | +115.0% | -67.1% | -4.1% |
| All | +340.0% | +455.8% | -115.9% | +94.3% |
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