+199.8%
TER vs NTAP
+61.4%
+138.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | +0.6% | -0.8% | +1.3% | +0.8% |
| 30D | -8.3% | -0.5% | -7.8% | -8.2% |
| 3M | -12.2% | +4.1% | -16.3% | -13.7% |
| 6M | +17.0% | +88.0% | -70.9% | -11.9% |
| YTD | +84.6% | +75.6% | +9.0% | +46.2% |
| 1Y | +199.8% | +58.9% | +140.9% | +167.5% |
| All | +199.8% | +61.4% | +138.4% | +167.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling