+33.9%
TER vs NTAP
+56.4%
-22.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.1% | +8.7% | +10.7% |
| 7D | -5.8% | -5.0% | -0.8% | -2.7% |
| 30D | -38.9% | -25.8% | -13.2% | -30.1% |
| 3M | -35.1% | -6.9% | -28.2% | -31.3% |
| 6M | -31.6% | +50.0% | -81.6% | -37.6% |
| YTD | +27.2% | +66.9% | -39.7% | +11.1% |
| All | +33.9% | +56.4% | -22.5% | +23.9% |
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