+2,019.2%
NTAP vs TNA
+781.2%
+1,238.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +7.2% | +3.7% | +3.5% | +5.9% |
| 30D | -18.4% | +4.4% | -22.8% | -19.5% |
| 3M | -11.3% | -26.7% | +15.3% | -3.4% |
| 6M | +53.8% | -12.8% | +66.6% | +57.9% |
| YTD | +72.0% | +22.7% | +49.3% | +57.5% |
| 1Y | +68.0% | +35.7% | +32.4% | +48.8% |
| 3Y | +149.5% | +134.6% | +14.9% | +70.6% |
| 5Y | +125.6% | -46.0% | +171.6% | +111.4% |
| 10Y | +583.1% | +38.0% | +545.1% | +276.8% |
| All | +2,019.2% | +781.2% | +1,238.1% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling