+47.4%
TER vs NTAP
+65.9%
-18.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.1% |
| 7D | +14.4% | +7.2% | +7.2% | +10.8% |
| 30D | -30.6% | -18.4% | -12.2% | -23.6% |
| 3M | -39.2% | -11.3% | -27.9% | -34.9% |
| 6M | -31.3% | +53.8% | -85.0% | -37.4% |
| YTD | +29.1% | +72.0% | -42.9% | +12.6% |
| 1Y | +47.4% | +68.0% | -20.6% | +31.5% |
| All | +47.4% | +65.9% | -18.5% | +31.5% |
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