+1,006.2%
TER vs NTAP
+575.4%
+430.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.9% | -7.8% | -1.1% | -3.8% |
| 30D | -39.1% | -25.8% | -13.3% | -27.0% |
| 3M | -32.8% | -11.2% | -21.5% | -27.3% |
| 6M | -31.7% | +49.9% | -81.7% | -47.0% |
| YTD | +26.9% | +66.9% | -39.9% | -8.6% |
| 1Y | +33.6% | +58.8% | -25.3% | -0.8% |
| 3Y | +181.5% | +140.8% | +40.7% | +60.5% |
| 5Y | +76.1% | +115.0% | -38.9% | +6.7% |
| 10Y | +1,006.2% | +570.8% | +435.4% | +260.1% |
| All | +1,006.2% | +575.4% | +430.8% | +260.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling