-23.6%
TMUS vs NTAP
+61.9%
-85.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -0.3% | +3.3% | -3.5% | -0.2% |
| 30D | +3.1% | -0.2% | +3.3% | +3.2% |
| 3M | +2.4% | +11.4% | -9.0% | +2.7% |
| 6M | -17.1% | +88.7% | -105.8% | -14.6% |
| YTD | -9.1% | +78.9% | -88.0% | -7.0% |
| 1Y | -23.6% | +58.8% | -82.4% | -23.9% |
| All | -23.6% | +61.9% | -85.6% | -23.9% |
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