+741.2%
T vs NTAP
+23,420.6%
-22,679.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.1% | -2.0% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +11.4% | -0.5% | +11.9% | +11.4% |
| 3M | +14.3% | +4.1% | +10.2% | +13.6% |
| 6M | -9.3% | +88.0% | -97.2% | -15.4% |
| YTD | +7.1% | +75.6% | -68.5% | +0.3% |
| 1Y | -9.1% | +58.9% | -68.0% | -14.1% |
| 3Y | +105.3% | +153.6% | -48.2% | +82.3% |
| 5Y | +66.8% | +127.6% | -60.8% | +48.9% |
| 10Y | +66.8% | +580.4% | -513.6% | +31.2% |
| All | +741.2% | +23,420.6% | -22,679.4% | +398.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling