+77.9%
TEM vs NTAP
+50.3%
+27.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.1% | -4.2% |
| 7D | -5.9% | +7.2% | -13.1% | -9.4% |
| 30D | +4.8% | -18.4% | +23.2% | +16.8% |
| 3M | +31.9% | -11.3% | +43.2% | +37.2% |
| 6M | +56.0% | +53.8% | +2.2% | +5.1% |
| YTD | +21.3% | +72.0% | -50.7% | -27.2% |
| 1Y | +5.4% | +68.0% | -62.6% | -35.2% |
| All | +77.9% | +50.3% | +27.6% | +14.7% |
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 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