+66.1%
T vs NTAP
+135.7%
-69.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -1.5% | +3.3% | -4.8% | -1.7% |
| 30D | +7.6% | -0.2% | +7.8% | +7.6% |
| 3M | +15.3% | +11.4% | +3.9% | +14.4% |
| 6M | -8.5% | +88.7% | -97.1% | -13.1% |
| YTD | +6.8% | +78.9% | -72.2% | +1.7% |
| 1Y | -7.2% | +58.8% | -66.1% | -10.7% |
| 3Y | +108.2% | +153.5% | -45.3% | +78.3% |
| 5Y | +66.1% | +136.7% | -70.7% | +40.2% |
| All | +66.1% | +135.7% | -69.6% | +40.2% |
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 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