+52.2%
TEM vs NTAP
+52.8%
-0.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -3.3% |
| 7D | -1.1% | +2.2% | -3.3% | -2.3% |
| 30D | +11.3% | -7.0% | +18.3% | +15.4% |
| 3M | +25.5% | +12.3% | +13.2% | +14.5% |
| 6M | +17.1% | +85.1% | -68.0% | -31.2% |
| YTD | +3.8% | +74.8% | -71.0% | -36.6% |
| 1Y | -24.4% | +52.7% | -77.0% | -47.4% |
| All | +52.2% | +52.8% | -0.5% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling