+68.1%
NTAP vs TDY
+22.9%
+45.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.1% | 0.0% |
| 7D | -16.1% | -5.0% | -11.1% | -14.5% |
| 30D | -15.9% | +2.0% | -17.9% | -16.3% |
| 3M | -1.2% | -7.7% | +6.5% | +1.0% |
| 6M | +70.1% | -0.9% | +70.9% | +70.3% |
| YTD | +77.9% | +23.7% | +54.2% | +57.1% |
| 1Y | +68.1% | +23.6% | +44.5% | +48.5% |
| All | +68.1% | +22.9% | +45.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling