+96.2%
NTAP vs TPR
+8,033.7%
-7,937.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -15.1% | +14.2% | -29.3% | -19.5% |
| 30D | -28.1% | +17.1% | -45.2% | -32.6% |
| 3M | -11.4% | -17.7% | +6.3% | -6.8% |
| 6M | +52.2% | -10.2% | +62.4% | +53.5% |
| YTD | +60.4% | +4.9% | +55.5% | +51.3% |
| 1Y | +51.0% | +36.1% | +14.9% | +28.8% |
| 3Y | +135.6% | +416.5% | -280.9% | +16.6% |
| 5Y | +107.5% | +254.8% | -147.3% | +12.7% |
| 10Y | +608.6% | +391.7% | +216.9% | +183.4% |
| All | +96.2% | +8,033.7% | -7,937.4% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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