+114.4%
NTAP vs TPG
+78.6%
+35.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -0.9% |
| 7D | +2.2% | -6.5% | +8.7% | +4.7% |
| 30D | -7.0% | +0.1% | -7.1% | -7.4% |
| 3M | +12.3% | +14.5% | -2.2% | +6.0% |
| 6M | +85.1% | +17.3% | +67.8% | +72.0% |
| YTD | +74.8% | -20.5% | +95.3% | +88.1% |
| 1Y | +52.7% | -13.2% | +65.9% | +58.0% |
| 3Y | +147.7% | +87.7% | +59.9% | +88.2% |
| All | +114.4% | +78.6% | +35.8% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling