+68.1%
NTAP vs NTRS
+43.5%
+24.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.8% | -3.0% |
| 7D | -16.1% | +3.6% | -19.7% | -17.3% |
| 30D | -15.9% | +4.3% | -20.3% | -17.5% |
| 3M | -1.2% | -1.9% | +0.7% | -0.2% |
| 6M | +70.1% | +11.4% | +58.6% | +62.4% |
| YTD | +77.9% | +32.3% | +45.6% | +54.2% |
| 1Y | +68.1% | +42.5% | +25.6% | +40.4% |
| All | +68.1% | +43.5% | +24.7% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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