+169.1%
NTAP vs TDY
+46.9%
+122.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +8.0% |
| 7D | +7.4% | -1.1% | +8.5% | +7.9% |
| 30D | -1.4% | -12.0% | +10.7% | +4.0% |
| 3M | +24.6% | -3.2% | +27.8% | +26.3% |
| 6M | +105.9% | -7.9% | +113.8% | +112.1% |
| YTD | +88.5% | +18.2% | +70.3% | +71.5% |
| 1Y | +62.1% | +6.7% | +55.4% | +54.7% |
| 3Y | +169.1% | +47.5% | +121.5% | +117.1% |
| All | +169.1% | +46.9% | +122.2% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling