+68.1%
NTAP vs NYT
+16.5%
+51.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.7% |
| 7D | -16.1% | -3.9% | -12.2% | -16.4% |
| 30D | -15.9% | +4.3% | -20.2% | -15.7% |
| 3M | -1.2% | -11.7% | +10.5% | -1.6% |
| 6M | +70.1% | -14.4% | +84.5% | +69.2% |
| YTD | +77.9% | -3.0% | +81.0% | +82.5% |
| 1Y | +68.1% | +16.5% | +51.6% | +81.3% |
| All | +68.1% | +16.5% | +51.6% | +81.3% |
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