+290.8%
TMUS vs NTAP
+587.5%
-296.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | +0.1% | +3.0% |
| 7D | +5.3% | -5.0% | +10.3% | +6.6% |
| 30D | +13.5% | -25.8% | +39.3% | +22.2% |
| 3M | -4.2% | -6.9% | +2.7% | -4.1% |
| 6M | -11.9% | +50.0% | -61.9% | -24.9% |
| YTD | -15.6% | +66.9% | -82.5% | -31.0% |
| 1Y | -16.8% | +58.3% | -75.0% | -31.0% |
| 3Y | +20.8% | +145.1% | -124.3% | -17.6% |
| 5Y | +48.0% | +114.2% | -66.2% | +3.5% |
| 10Y | +234.7% | +576.6% | -341.8% | +36.5% |
| All | +290.8% | +587.5% | -296.7% | +27.2% |
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