+149.5%
NTAP vs TLN
+476.4%
-326.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.6% | -0.6% |
| 7D | -0.8% | +7.1% | -7.8% | -2.0% |
| 30D | -0.5% | -3.9% | +3.4% | -0.1% |
| 3M | +4.1% | -16.2% | +20.2% | +6.8% |
| 6M | +88.0% | -5.8% | +93.8% | +86.8% |
| YTD | +75.6% | -15.4% | +91.0% | +77.4% |
| 1Y | +58.9% | -16.7% | +75.6% | +60.2% |
| All | +149.5% | +476.4% | -326.8% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling