+607.6%
TEAM vs NTAP
+643.2%
-35.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.0% |
| 7D | -22.2% | -7.8% | -14.5% | -19.9% |
| 30D | -28.1% | -25.8% | -2.4% | -19.8% |
| 3M | -2.2% | -11.2% | +9.1% | +0.9% |
| 6M | +62.2% | +49.9% | +12.3% | +34.1% |
| YTD | -8.4% | +66.9% | -75.2% | -27.8% |
| 1Y | -6.6% | +58.8% | -65.5% | -25.0% |
| 3Y | -15.7% | +140.8% | -156.5% | -44.2% |
| 5Y | -65.7% | +115.0% | -180.7% | -76.6% |
| 10Y | +441.0% | +570.8% | -129.8% | +146.7% |
| All | +607.6% | +643.2% | -35.6% | +220.7% |
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