-21.2%
TMUS vs NTAP
+66.6%
-87.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.0% |
| 7D | +7.5% | -16.1% | +23.6% | +6.5% |
| 30D | -3.3% | -15.9% | +12.6% | -4.2% |
| 3M | -9.7% | -1.2% | -8.4% | -10.7% |
| 6M | -17.2% | +70.1% | -87.3% | -17.1% |
| YTD | -20.3% | +77.9% | -98.3% | -20.2% |
| 1Y | -21.2% | +68.1% | -89.3% | -21.7% |
| All | -21.2% | +66.6% | -87.8% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling