+568.7%
NTAP vs TCOM
-10.5%
+579.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | -1.0% | -6.5% | +5.6% | +0.3% |
| 30D | -7.5% | -16.2% | +8.7% | -4.4% |
| 3M | +14.6% | -19.3% | +34.0% | +18.8% |
| 6M | +91.0% | -27.2% | +118.2% | +101.7% |
| YTD | +73.7% | -46.2% | +119.9% | +93.7% |
| 1Y | +51.2% | -46.6% | +97.8% | +68.7% |
| 3Y | +146.1% | +8.4% | +137.7% | +129.7% |
| 5Y | +122.8% | +25.8% | +97.0% | +88.0% |
| All | +568.7% | -10.5% | +579.2% | +478.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling