+56.0%
TEM vs NTAP
+57.3%
-1.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.5% | -3.1% | -5.3% |
| 7D | -5.9% | +7.2% | -13.1% | -6.8% |
| 30D | +4.8% | -18.4% | +23.2% | +7.1% |
| 3M | +31.9% | -11.3% | +43.2% | +32.9% |
| 6M | +56.0% | +53.8% | +2.2% | +49.2% |
| All | +56.0% | +57.3% | -1.3% | +49.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling