+58.9%
NTAP vs NTRS
+46.5%
+12.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | -0.5% | +1.2% | -1.8% | -0.9% |
| 3M | +4.1% | +8.3% | -4.3% | +0.8% |
| 6M | +88.0% | +30.0% | +58.0% | +65.8% |
| YTD | +75.6% | +38.0% | +37.5% | +49.9% |
| 1Y | +58.9% | +47.4% | +11.5% | +31.3% |
| All | +58.9% | +46.5% | +12.4% | +31.3% |
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