+155.3%
NTAP vs TCOM
+12.1%
+143.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +3.3% | -7.6% | +10.9% | +4.2% |
| 30D | -0.2% | -12.2% | +12.0% | +1.3% |
| 3M | +11.4% | -14.2% | +25.6% | +13.2% |
| 6M | +88.7% | -25.0% | +113.7% | +95.4% |
| YTD | +78.9% | -43.7% | +122.6% | +92.3% |
| 1Y | +58.8% | -44.5% | +103.4% | +71.0% |
| All | +155.3% | +12.1% | +143.2% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling