+147.9%
NTAP vs TNA
+99.7%
+48.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.2% |
| 7D | -1.0% | -7.6% | +6.6% | +1.1% |
| 30D | -7.5% | -13.6% | +6.1% | -4.0% |
| 3M | +14.6% | +2.8% | +11.8% | +13.2% |
| 6M | +91.0% | +34.5% | +56.5% | +73.3% |
| YTD | +73.7% | +41.0% | +32.7% | +55.0% |
| 1Y | +51.2% | +52.0% | -0.8% | +31.1% |
| All | +147.9% | +99.7% | +48.2% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling