+68.1%
NTAP vs TLN
-17.6%
+85.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.5% | +6.9% | -0.1% |
| 7D | -16.1% | -6.0% | -10.1% | -15.2% |
| 30D | -15.9% | -1.5% | -14.4% | -15.5% |
| 3M | -1.2% | -3.9% | +2.6% | -0.8% |
| 6M | +70.1% | -15.0% | +85.1% | +72.6% |
| YTD | +77.9% | -12.8% | +90.8% | +80.7% |
| 1Y | +68.1% | -17.3% | +85.5% | +71.7% |
| All | +68.1% | -17.6% | +85.7% | +71.7% |
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