+145.2%
TE vs NTAP
+63.1%
+82.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.9% | -0.8% |
| 7D | +0.2% | +7.4% | -7.2% | -1.0% |
| 30D | -5.9% | -1.4% | -4.5% | -5.8% |
| 3M | -45.6% | +24.6% | -70.1% | -47.6% |
| 6M | -43.4% | +105.9% | -149.3% | -51.6% |
| YTD | -31.0% | +88.5% | -119.5% | -37.8% |
| 1Y | +145.2% | +62.1% | +83.1% | +153.0% |
| All | +145.2% | +63.1% | +82.1% | +153.0% |
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