+19,479.5%
NTAP vs NYT
+570.6%
+18,908.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | -0.7% | -0.2% | -0.7% |
| 30D | -7.5% | +4.5% | -11.9% | -8.9% |
| 3M | +14.6% | -8.5% | +23.1% | +17.0% |
| 6M | +91.0% | -15.1% | +106.1% | +98.8% |
| YTD | +73.7% | -3.3% | +77.0% | +72.6% |
| 1Y | +51.2% | +17.0% | +34.2% | +40.6% |
| 3Y | +146.1% | +55.7% | +90.5% | +104.4% |
| 5Y | +122.8% | +38.9% | +84.0% | +86.7% |
| 10Y | +585.5% | +485.3% | +100.2% | +230.0% |
| All | +19,479.5% | +570.6% | +18,908.9% | +7,092.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling