+68.1%
NTAP vs TCOM
-39.6%
+107.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -1.5% |
| 7D | -16.1% | +10.7% | -26.8% | -15.8% |
| 30D | -15.9% | +10.1% | -26.0% | -15.7% |
| 3M | -1.2% | -8.9% | +7.6% | -0.3% |
| 6M | +70.1% | -19.2% | +89.2% | +74.9% |
| YTD | +77.9% | -40.6% | +118.6% | +84.6% |
| 1Y | +68.1% | -39.0% | +107.2% | +73.1% |
| All | +68.1% | -39.6% | +107.8% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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