+219.1%
TER vs NTAP
+135.7%
+83.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.0% |
| 7D | +11.0% | +3.3% | +7.7% | +8.7% |
| 30D | -1.9% | -0.2% | -1.7% | -2.0% |
| 3M | -0.7% | +11.4% | -12.1% | -7.6% |
| 6M | +36.4% | +88.7% | -52.3% | -14.5% |
| YTD | +92.4% | +78.9% | +13.5% | +24.2% |
| 1Y | +213.5% | +58.8% | +154.7% | +121.5% |
| 3Y | +277.2% | +153.5% | +123.7% | +77.6% |
| 5Y | +219.1% | +136.7% | +82.4% | +50.4% |
| All | +219.1% | +135.7% | +83.5% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling