+751.6%
NTAP vs TDY
+6,954.6%
-6,203.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | +2.2% | -1.8% | +4.0% | +3.0% |
| 30D | -7.0% | -13.8% | +6.7% | -0.7% |
| 3M | +12.3% | -3.9% | +16.2% | +14.2% |
| 6M | +85.1% | -9.0% | +94.1% | +91.7% |
| YTD | +74.8% | +16.5% | +58.2% | +61.6% |
| 1Y | +52.7% | +9.3% | +43.4% | +45.1% |
| 3Y | +147.7% | +45.1% | +102.6% | +105.5% |
| 5Y | +124.8% | +35.0% | +89.8% | +90.6% |
| 10Y | +589.7% | +469.0% | +120.7% | +196.4% |
| All | +751.6% | +6,954.6% | -6,203.0% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling