+1,165.3%
NTAP vs TCOM
+2,868.4%
-1,703.2%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +7.2% | -1.8% | +9.0% | +7.5% |
| 30D | -18.4% | +12.1% | -30.5% | -20.3% |
| 3M | -11.3% | -3.2% | -8.1% | -11.2% |
| 6M | +53.8% | -16.6% | +70.4% | +57.6% |
| YTD | +72.0% | -39.4% | +111.4% | +86.4% |
| 1Y | +68.0% | -41.5% | +109.5% | +83.3% |
| 3Y | +149.5% | +24.4% | +125.1% | +128.0% |
| 5Y | +125.6% | +41.6% | +84.0% | +88.1% |
| 10Y | +583.1% | +6.5% | +576.6% | +473.0% |
| All | +1,165.3% | +2,868.4% | -1,703.2% | +422.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling