+131.2%
TLT vs NTAP
+2,915.2%
-2,784.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | -0.8% | +0.3% | -0.5% |
| 30D | -0.6% | -0.5% | 0.0% | -0.6% |
| 3M | -2.7% | +4.1% | -6.8% | -2.3% |
| 6M | -5.6% | +88.0% | -93.6% | -0.7% |
| YTD | -2.8% | +75.6% | -78.4% | +1.8% |
| 1Y | -1.4% | +58.9% | -60.4% | +2.6% |
| 3Y | -1.6% | +153.6% | -155.2% | +7.1% |
| 5Y | -33.8% | +127.6% | -161.5% | -28.2% |
| 10Y | -21.1% | +580.4% | -601.5% | -2.9% |
| All | +131.2% | +2,915.2% | -2,784.0% | +241.8% |
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 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