+55.7%
T vs NTAP
+114.1%
-58.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.6% |
| 7D | +1.7% | -5.0% | +6.6% | +1.8% |
| 30D | -1.7% | -25.8% | +24.0% | -0.6% |
| 3M | -7.3% | -6.9% | -0.4% | -7.6% |
| 6M | -11.2% | +50.0% | -61.2% | -14.5% |
| YTD | -8.1% | +66.9% | -75.0% | -12.4% |
| 1Y | -8.0% | +58.3% | -66.3% | -12.0% |
| 3Y | +62.1% | +145.1% | -83.0% | +37.8% |
| 5Y | +55.7% | +114.2% | -58.5% | +30.9% |
| All | +55.7% | +114.1% | -58.4% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling