+149.5%
NTAP vs M
+123.1%
+26.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | -0.8% | +4.7% | -5.5% | -1.6% |
| 30D | -0.5% | -9.6% | +9.1% | +1.2% |
| 3M | +4.1% | +0.9% | +3.2% | +3.5% |
| 6M | +88.0% | +22.3% | +65.7% | +79.1% |
| YTD | +75.6% | +6.5% | +69.0% | +71.5% |
| 1Y | +58.9% | +38.8% | +20.1% | +46.6% |
| All | +149.5% | +123.1% | +26.5% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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