+184.4%
NTAP vs TLN
+602.5%
-418.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.4% |
| 7D | +3.3% | +10.9% | -7.6% | +1.3% |
| 30D | -0.2% | -6.3% | +6.1% | +0.8% |
| 3M | +11.4% | -10.7% | +22.1% | +12.9% |
| 6M | +88.7% | +1.6% | +87.1% | +84.7% |
| YTD | +78.9% | -13.1% | +92.0% | +79.9% |
| 1Y | +58.8% | -15.1% | +73.9% | +59.7% |
| 3Y | +153.5% | +495.0% | -341.5% | +72.5% |
| All | +184.4% | +602.5% | -418.1% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling