+1,191.8%
NTAP vs TCOM
+2,694.8%
-1,502.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.8% | -9.5% | +8.8% | +1.1% |
| 30D | -0.5% | -10.7% | +10.2% | +1.5% |
| 3M | +4.1% | -14.6% | +18.7% | +6.7% |
| 6M | +88.0% | -19.3% | +107.3% | +94.4% |
| YTD | +75.6% | -42.9% | +118.5% | +93.2% |
| 1Y | +58.9% | -43.8% | +102.7% | +75.2% |
| 3Y | +153.6% | +2.1% | +151.5% | +141.1% |
| 5Y | +127.6% | +31.2% | +96.4% | +92.9% |
| 10Y | +580.4% | -13.9% | +594.3% | +495.9% |
| All | +1,191.8% | +2,694.8% | -1,502.9% | +441.1% |
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 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