+995.4%
TER vs NTAP
+583.1%
+412.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -3.9% |
| 7D | +14.4% | +7.2% | +7.2% | +10.2% |
| 30D | -30.6% | -18.4% | -12.2% | -21.1% |
| 3M | -39.2% | -11.3% | -27.9% | -34.2% |
| 6M | -31.3% | +53.8% | -85.0% | -47.3% |
| YTD | +29.1% | +72.0% | -42.9% | -8.5% |
| 1Y | +47.4% | +68.0% | -20.6% | +6.0% |
| 3Y | +191.2% | +149.5% | +41.7% | +62.9% |
| 5Y | +74.0% | +125.6% | -51.6% | +2.8% |
| All | +995.4% | +583.1% | +412.3% | +255.0% |
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 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