+30.0%
IR vs NTAP
+144.4%
-114.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +3.8% |
| 7D | +5.0% | -5.0% | +10.0% | +6.1% |
| 30D | +10.3% | -25.8% | +36.1% | +17.3% |
| 3M | -0.1% | -6.9% | +6.8% | +0.4% |
| 6M | +14.8% | +50.0% | -35.3% | -0.2% |
| YTD | +9.7% | +66.9% | -57.2% | -8.5% |
| 1Y | +12.2% | +58.3% | -46.0% | -4.9% |
| 3Y | +30.0% | +145.1% | -115.1% | +3.6% |
| All | +30.0% | +144.4% | -114.4% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling