+58.9%
NTAP vs NYT
+15.2%
+43.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | -0.5% | +2.7% | -3.3% | -0.5% |
| 3M | +4.1% | -10.3% | +14.4% | +3.8% |
| 6M | +88.0% | -16.6% | +104.5% | +87.7% |
| YTD | +75.6% | -2.3% | +77.8% | +77.2% |
| 1Y | +58.9% | +15.0% | +43.9% | +56.7% |
| All | +58.9% | +15.2% | +43.7% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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