+68.4%
T vs NTAP
+581.2%
-512.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.4% |
| 7D | -3.1% | +2.2% | -5.3% | -3.4% |
| 30D | +4.6% | -7.0% | +11.6% | +5.8% |
| 3M | +12.2% | +12.3% | -0.1% | +9.7% |
| 6M | -6.5% | +85.1% | -91.6% | -17.2% |
| YTD | +4.9% | +74.8% | -69.9% | -6.5% |
| 1Y | -10.5% | +52.7% | -63.2% | -18.3% |
| 3Y | +104.6% | +147.7% | -43.1% | +61.1% |
| 5Y | +64.2% | +124.8% | -60.6% | +30.2% |
| 10Y | +68.4% | +589.7% | -521.3% | -0.6% |
| All | +68.4% | +581.2% | -512.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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