-53.4%
TE vs NTAP
+241.4%
-294.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.5% |
| 7D | +0.9% | -1.0% | +1.8% | +1.4% |
| 30D | -16.3% | -7.5% | -8.8% | -13.7% |
| 3M | -40.8% | +14.6% | -55.4% | -44.3% |
| 6M | -42.6% | +91.0% | -133.6% | -57.4% |
| YTD | -31.4% | +73.7% | -105.1% | -47.6% |
| 1Y | +144.9% | +51.2% | +93.7% | +99.8% |
| 3Y | -26.0% | +146.1% | -172.1% | -49.6% |
| 5Y | -48.5% | +122.8% | -171.3% | -65.5% |
| All | -53.4% | +241.4% | -294.7% | -68.9% |
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 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