-12.3%
TLT vs NTAP
+575.4%
-587.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.3% | -7.8% | +7.5% | -0.7% |
| 30D | +3.7% | -25.8% | +29.5% | +2.1% |
| 3M | -0.7% | -11.2% | +10.6% | -1.1% |
| 6M | -4.2% | +49.9% | -54.1% | -1.4% |
| YTD | -4.0% | +66.9% | -70.8% | -0.4% |
| 1Y | -5.8% | +58.8% | -64.7% | -2.6% |
| 3Y | +4.1% | +140.8% | -136.7% | +12.1% |
| 5Y | -34.8% | +115.0% | -149.8% | -30.3% |
| 10Y | -12.3% | +570.8% | -583.1% | +11.4% |
| All | -12.3% | +575.4% | -587.8% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling