+169.1%
NTAP vs TPG
+81.8%
+87.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.9% |
| 7D | +7.4% | -9.4% | +16.8% | +11.5% |
| 30D | -1.4% | -5.3% | +3.9% | +0.3% |
| 3M | +24.6% | +12.9% | +11.6% | +17.8% |
| 6M | +105.9% | +20.1% | +85.8% | +88.8% |
| YTD | +88.5% | -22.5% | +111.0% | +106.9% |
| 1Y | +62.1% | -19.7% | +81.8% | +74.3% |
| 3Y | +169.1% | +81.2% | +87.8% | +113.5% |
| All | +169.1% | +81.8% | +87.2% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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