+1,001.8%
TER vs NTAP
+608.6%
+393.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.1% | +8.7% | +10.4% |
| 7D | -5.8% | -5.0% | -0.8% | -2.2% |
| 30D | -38.9% | -25.8% | -13.2% | -26.9% |
| 3M | -35.1% | -6.9% | -28.2% | -31.8% |
| 6M | -31.6% | +50.0% | -81.6% | -46.9% |
| YTD | +27.2% | +66.9% | -39.7% | -8.4% |
| 1Y | +35.2% | +58.3% | -23.0% | +0.7% |
| 3Y | +192.8% | +145.1% | +47.7% | +65.3% |
| 5Y | +72.4% | +114.2% | -41.8% | +4.6% |
| 10Y | +1,001.8% | +576.6% | +425.3% | +258.4% |
| All | +1,001.8% | +608.6% | +393.3% | +258.4% |
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