+118.3%
NTAP vs BTSG
+382.3%
-264.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | +0.5% |
| 7D | -1.0% | -5.8% | +4.8% | 0.0% |
| 30D | -7.5% | 0.0% | -7.5% | -7.5% |
| 3M | +14.6% | -4.5% | +19.1% | +14.5% |
| 6M | +91.0% | +40.0% | +51.0% | +77.4% |
| YTD | +73.7% | +54.6% | +19.1% | +58.5% |
| 1Y | +51.2% | +106.1% | -54.9% | +31.4% |
| All | +118.3% | +382.3% | -264.0% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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