+625.8%
NTAP vs TNA
+86.1%
+539.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.5% | +8.2% |
| 7D | +7.4% | -7.3% | +14.6% | +9.8% |
| 30D | -1.4% | -14.2% | +12.8% | +3.0% |
| 3M | +24.6% | -4.6% | +29.1% | +25.8% |
| 6M | +105.9% | +36.9% | +69.0% | +84.0% |
| YTD | +88.5% | +42.5% | +46.0% | +65.6% |
| 1Y | +62.1% | +45.8% | +16.3% | +40.1% |
| 3Y | +169.1% | +104.7% | +64.4% | +89.7% |
| 5Y | +141.9% | -21.7% | +163.6% | +102.4% |
| All | +625.8% | +86.1% | +539.7% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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