+68.1%
NTAP vs TMF
-23.9%
+92.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.5% |
| 7D | -16.1% | +4.0% | -20.1% | -16.0% |
| 30D | -15.9% | +19.5% | -35.4% | -16.0% |
| 3M | -1.2% | -3.5% | +2.3% | +0.1% |
| 6M | +70.1% | -10.6% | +80.6% | +73.6% |
| YTD | +77.9% | -17.1% | +95.0% | +82.7% |
| 1Y | +68.1% | -24.3% | +92.4% | +69.4% |
| All | +68.1% | -23.9% | +92.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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