+625.9%
TEAM vs NTAP
+673.3%
-47.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.0% |
| 7D | -19.7% | -2.4% | -17.3% | -19.1% |
| 30D | -26.6% | -23.4% | -3.2% | -19.1% |
| 3M | -1.1% | -7.5% | +6.5% | +0.5% |
| 6M | +74.6% | +56.4% | +18.2% | +42.0% |
| YTD | -6.0% | +73.6% | -79.6% | -27.0% |
| 1Y | -3.2% | +68.4% | -71.6% | -24.0% |
| 3Y | -13.5% | +150.6% | -164.1% | -43.6% |
| 5Y | -65.5% | +122.5% | -187.9% | -76.7% |
| 10Y | +454.5% | +589.7% | -135.2% | +150.1% |
| All | +625.9% | +673.3% | -47.4% | +224.1% |
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