+169.1%
NTAP vs NTRS
+168.2%
+0.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.5% | +8.1% |
| 7D | +7.4% | +1.4% | +6.0% | +6.7% |
| 30D | -1.4% | -0.7% | -0.7% | -1.0% |
| 3M | +24.6% | +11.3% | +13.2% | +18.5% |
| 6M | +105.9% | +35.5% | +70.4% | +77.4% |
| YTD | +88.5% | +40.6% | +47.9% | +59.3% |
| 1Y | +62.1% | +49.2% | +12.9% | +33.0% |
| 3Y | +169.1% | +167.2% | +1.8% | +67.8% |
| All | +169.1% | +168.2% | +0.9% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling