+124.8%
NTAP vs TCOM
+25.9%
+98.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.9% |
| 7D | +2.2% | -10.2% | +12.4% | +3.4% |
| 30D | -7.0% | -16.8% | +9.8% | -5.1% |
| 3M | +12.3% | -16.7% | +29.0% | +14.4% |
| 6M | +85.1% | -27.1% | +112.2% | +91.6% |
| YTD | +74.8% | -45.5% | +120.3% | +87.0% |
| 1Y | +52.7% | -45.9% | +98.5% | +63.4% |
| 3Y | +147.7% | +9.8% | +137.9% | +140.4% |
| 5Y | +124.8% | +23.8% | +101.0% | +110.8% |
| All | +124.8% | +25.9% | +98.9% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling