+625.8%
NTAP vs NYT
+489.9%
+135.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.1% | +8.4% |
| 7D | +7.4% | -0.6% | +8.0% | +7.6% |
| 30D | -1.4% | +4.6% | -6.0% | -2.7% |
| 3M | +24.6% | -9.6% | +34.1% | +27.2% |
| 6M | +105.9% | -14.0% | +119.9% | +112.4% |
| YTD | +88.5% | -2.8% | +91.4% | +87.0% |
| 1Y | +62.1% | +15.6% | +46.5% | +52.1% |
| 3Y | +169.1% | +56.3% | +112.7% | +126.3% |
| 5Y | +141.9% | +39.5% | +102.4% | +104.6% |
| All | +625.8% | +489.9% | +135.9% | +335.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling