-53.2%
TE vs NTAP
+245.1%
-298.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -4.0% | -0.8% | -3.2% | -3.6% |
| 30D | -15.9% | -0.5% | -15.4% | -16.1% |
| 3M | -60.5% | +4.1% | -64.6% | -61.3% |
| 6M | -35.2% | +88.0% | -123.2% | -51.7% |
| YTD | -31.1% | +75.6% | -106.7% | -47.6% |
| 1Y | +148.6% | +58.9% | +89.7% | +98.3% |
| 3Y | -26.4% | +153.6% | -180.0% | -50.4% |
| 5Y | -48.0% | +127.6% | -175.7% | -65.4% |
| All | -53.2% | +245.1% | -298.2% | -69.0% |
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 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