+59.7%
TEM vs NTAP
+56.4%
+3.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.7% |
| 7D | +3.2% | +3.3% | 0.0% | +1.2% |
| 30D | +23.5% | -0.2% | +23.7% | +22.4% |
| 3M | +32.3% | +11.4% | +20.9% | +21.3% |
| 6M | +23.0% | +88.7% | -65.7% | -28.5% |
| YTD | +8.9% | +78.9% | -70.0% | -34.4% |
| 1Y | -19.9% | +58.8% | -78.7% | -45.9% |
| All | +59.7% | +56.4% | +3.3% | +3.3% |
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