+155.0%
NTAP vs TLN
+630.2%
-475.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -1.6% |
| 7D | -15.1% | -1.3% | -13.8% | -14.9% |
| 30D | -28.1% | -10.5% | -17.6% | -26.5% |
| 3M | -11.4% | +0.1% | -11.5% | -11.8% |
| 6M | +52.2% | -17.4% | +69.6% | +56.2% |
| YTD | +60.4% | -9.7% | +70.1% | +59.9% |
| 1Y | +51.0% | -12.3% | +63.3% | +51.0% |
| 3Y | +135.6% | +528.3% | -392.7% | +58.8% |
| All | +155.0% | +630.2% | -475.3% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling