+291.7%
TMUS vs NTAP
+587.2%
-295.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +9.5% | -7.8% | +17.3% | +11.8% |
| 30D | +13.8% | -25.8% | +39.6% | +22.5% |
| 3M | -4.6% | -11.2% | +6.7% | -3.0% |
| 6M | -11.7% | +49.9% | -61.6% | -24.7% |
| YTD | -15.4% | +66.9% | -82.3% | -30.8% |
| 1Y | -16.1% | +58.8% | -75.0% | -30.6% |
| 3Y | +20.5% | +140.8% | -120.4% | -17.3% |
| 5Y | +48.7% | +115.0% | -66.2% | +3.9% |
| 10Y | +240.8% | +570.8% | -330.0% | +39.5% |
| All | +291.7% | +587.2% | -295.6% | +27.5% |
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