-12.6%
TLT vs NTAP
+583.1%
-595.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.6% |
| 7D | -3.1% | +7.2% | -10.3% | -2.7% |
| 30D | +1.0% | -18.4% | +19.4% | 0.0% |
| 3M | -2.7% | -11.3% | +8.6% | -3.2% |
| 6M | -4.1% | +53.8% | -57.9% | -1.2% |
| YTD | -5.4% | +72.0% | -77.3% | -1.7% |
| 1Y | -7.0% | +68.0% | -75.0% | -3.5% |
| 3Y | +2.8% | +149.5% | -146.6% | +11.0% |
| 5Y | -35.4% | +125.6% | -161.0% | -30.6% |
| All | -12.6% | +583.1% | -595.7% | +10.6% |
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