-9.8%
T vs NTAP
+65.9%
-75.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.2% |
| 7D | +2.5% | +7.2% | -4.7% | +3.0% |
| 30D | -3.8% | -18.4% | +14.6% | -4.9% |
| 3M | -8.7% | -11.3% | +2.6% | -9.7% |
| 6M | -8.1% | +53.8% | -61.9% | -7.2% |
| YTD | -6.4% | +72.0% | -78.4% | -4.7% |
| 1Y | -9.8% | +68.0% | -77.8% | -8.2% |
| All | -9.8% | +65.9% | -75.7% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling