-19.1%
TE vs NTAP
+146.1%
-165.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -1.7% |
| 7D | +15.0% | +2.2% | +12.8% | +13.8% |
| 30D | -7.5% | -7.0% | -0.5% | -4.0% |
| 3M | -42.0% | +12.3% | -54.3% | -46.1% |
| 6M | -31.4% | +85.1% | -116.5% | -55.5% |
| YTD | -26.5% | +74.8% | -101.3% | -51.1% |
| 1Y | +153.1% | +52.7% | +100.4% | +87.6% |
| All | -19.1% | +146.1% | -165.2% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling