+128.5%
TLT vs NTAP
+2,881.8%
-2,753.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.0% | +0.3% |
| 7D | -1.0% | -2.4% | +1.4% | -1.2% |
| 30D | +3.7% | -23.4% | +27.1% | +1.9% |
| 3M | -0.8% | -7.5% | +6.8% | -1.1% |
| 6M | -3.6% | +56.4% | -59.9% | +0.2% |
| YTD | -3.9% | +73.6% | -77.5% | +0.8% |
| 1Y | -6.2% | +68.4% | -74.6% | -1.8% |
| 3Y | +4.2% | +150.6% | -146.4% | +13.5% |
| 5Y | -34.7% | +122.5% | -157.1% | -29.1% |
| 10Y | -11.8% | +589.7% | -601.5% | +8.9% |
| All | +128.5% | +2,881.8% | -2,753.3% | +238.3% |
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