+151.8%
TER vs NTAP
+135.3%
+16.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -20.5% | -15.1% | -5.4% | -12.3% |
| 30D | -47.0% | -28.1% | -18.9% | -36.0% |
| 3M | -43.3% | -11.4% | -31.8% | -38.6% |
| 6M | -42.9% | +52.2% | -95.1% | -55.3% |
| YTD | +12.9% | +60.4% | -47.5% | -15.3% |
| 1Y | +18.2% | +51.0% | -32.8% | -7.6% |
| 3Y | +151.8% | +135.6% | +16.2% | +65.8% |
| All | +151.8% | +135.3% | +16.5% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling