+143.4%
NTAP vs NYT
+38.8%
+104.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 3M | +24.6% | -9.6% | +34.1% | +26.9% |
| 6M | +105.9% | -14.0% | +119.9% | +111.7% |
| YTD | +88.5% | -2.8% | +91.4% | +86.7% |
| 1Y | +62.1% | +15.6% | +46.5% | +52.0% |
| 3Y | +169.1% | +56.3% | +112.7% | +126.1% |
| All | +143.4% | +38.8% | +104.6% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling