+42.0%
TMUS vs NTAP
+128.6%
-86.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -0.8% | +0.8% | +0.2% |
| 30D | +5.3% | -0.5% | +5.8% | +5.3% |
| 3M | +3.1% | +4.1% | -0.9% | +2.5% |
| 6M | -16.5% | +88.0% | -104.4% | -22.8% |
| YTD | -9.2% | +75.6% | -84.7% | -15.5% |
| 1Y | -26.5% | +58.9% | -85.4% | -30.8% |
| 3Y | +39.0% | +153.6% | -114.6% | +15.0% |
| All | +42.0% | +128.6% | -86.7% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling