+589.7%
NTAP vs TECH
+179.6%
+410.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -7.0% | +0.3% | -7.3% | -7.1% |
| 3M | +12.3% | +32.9% | -20.6% | +1.4% |
| 6M | +85.1% | +32.1% | +53.1% | +65.1% |
| YTD | +74.8% | +23.4% | +51.4% | +59.0% |
| 1Y | +52.7% | +34.1% | +18.6% | +34.0% |
| 3Y | +147.7% | +2.2% | +145.5% | +127.0% |
| 5Y | +124.8% | -41.8% | +166.6% | +151.0% |
| 10Y | +589.7% | +188.9% | +400.8% | +216.7% |
| All | +589.7% | +179.6% | +410.2% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling