+3,070.0%
TER vs NTAP
+23,420.6%
-20,350.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | -8.3% | -0.5% | -7.7% | -8.2% |
| 3M | -12.2% | +4.1% | -16.3% | -13.6% |
| 6M | +17.1% | +88.0% | -70.9% | -11.9% |
| YTD | +84.7% | +75.6% | +9.1% | +42.3% |
| 1Y | +199.9% | +58.9% | +141.0% | +141.5% |
| 3Y | +232.8% | +153.6% | +79.2% | +119.7% |
| 5Y | +198.6% | +127.6% | +70.9% | +108.0% |
| 10Y | +1,669.7% | +580.4% | +1,089.4% | +656.8% |
| All | +3,070.0% | +23,420.6% | -20,350.6% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling