+60.5%
TEM vs NTAP
+53.5%
+7.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.4% |
| 30D | +38.4% | -0.5% | +38.9% | +37.2% |
| 3M | +23.7% | +4.1% | +19.6% | +18.9% |
| 6M | +26.0% | +88.0% | -62.0% | -26.9% |
| YTD | +9.4% | +75.6% | -66.1% | -33.3% |
| 1Y | -17.3% | +58.9% | -76.2% | -44.6% |
| All | +60.5% | +53.5% | +7.1% | +5.0% |
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