+494.0%
TEAM vs NTAP
+591.7%
-97.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | -7.8% | -1.0% | -6.8% | -7.5% |
| 30D | +16.5% | -7.5% | +24.0% | +19.7% |
| 3M | +96.2% | +14.6% | +81.5% | +83.2% |
| 6M | +130.2% | +91.0% | +39.2% | +74.4% |
| YTD | +10.7% | +73.7% | -62.9% | -13.3% |
| 1Y | +3.0% | +51.2% | -48.2% | -15.0% |
| 3Y | -13.1% | +146.1% | -159.2% | -42.6% |
| 5Y | -52.7% | +122.8% | -175.6% | -68.1% |
| All | +494.0% | +591.7% | -97.7% | +186.2% |
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