-33.7%
TLT vs NTAP
+135.7%
-169.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.4% | +3.3% | -2.9% | +0.4% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | -1.7% | +11.4% | -13.1% | -1.8% |
| 6M | -4.9% | +88.7% | -93.6% | -5.4% |
| YTD | -2.8% | +78.9% | -81.7% | -3.3% |
| 1Y | -4.2% | +58.8% | -63.0% | -4.7% |
| 3Y | -1.1% | +153.5% | -154.6% | -2.4% |
| 5Y | -33.7% | +136.7% | -170.4% | -34.8% |
| All | -33.7% | +135.7% | -169.4% | -34.8% |
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