+58.9%
NTAP vs TLN
-17.2%
+76.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.6% | -0.4% |
| 7D | -0.8% | +7.1% | -7.8% | -1.6% |
| 30D | -0.5% | -3.9% | +3.4% | -0.3% |
| 3M | +4.1% | -16.2% | +20.2% | +5.9% |
| 6M | +88.0% | -5.8% | +93.8% | +87.0% |
| YTD | +75.6% | -15.4% | +91.0% | +78.0% |
| 1Y | +58.9% | -16.7% | +75.6% | +67.0% |
| All | +58.9% | -17.2% | +76.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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