-16.3%
TMUS vs NTAP
+56.4%
-72.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | +0.1% | +4.4% |
| 7D | +5.3% | -5.0% | +10.3% | +5.0% |
| 30D | +13.5% | -25.8% | +39.3% | +12.0% |
| 3M | -4.2% | -6.9% | +2.7% | -5.7% |
| 6M | -11.9% | +50.0% | -61.9% | -12.4% |
| YTD | -15.6% | +66.9% | -82.5% | -15.8% |
| All | -16.3% | +56.4% | -72.7% | -17.3% |
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 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