-1.4%
TLT vs NTAP
+61.4%
-62.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | -0.8% | +0.3% | -0.4% |
| 30D | -0.6% | -0.5% | 0.0% | -0.6% |
| 3M | -2.7% | +4.1% | -6.8% | -2.8% |
| 6M | -5.6% | +88.0% | -93.6% | -6.0% |
| YTD | -2.8% | +75.6% | -78.4% | -3.4% |
| 1Y | -1.4% | +58.9% | -60.4% | -3.2% |
| All | -1.4% | +61.4% | -62.8% | -3.2% |
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