+62.1%
NTAP vs BTDR
-13.8%
+75.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.8% | +8.3% |
| 7D | +7.4% | -3.4% | +10.8% | +7.6% |
| 30D | -1.4% | +32.6% | -34.0% | -2.9% |
| 3M | +24.6% | -32.2% | +56.8% | +27.1% |
| 6M | +105.9% | +52.4% | +53.5% | +95.3% |
| YTD | +88.5% | +6.7% | +81.8% | +83.7% |
| 1Y | +62.1% | -15.2% | +77.3% | +61.6% |
| All | +62.1% | -13.8% | +75.9% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling