+562.9%
NTAP vs TPR
+387.0%
+175.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -7.8% | +12.1% | -19.8% | -10.9% |
| 30D | -25.8% | +16.7% | -42.5% | -29.3% |
| 3M | -11.2% | -17.4% | +6.1% | -7.6% |
| 6M | +49.9% | +2.3% | +47.7% | +46.1% |
| YTD | +66.9% | +7.1% | +59.7% | +58.6% |
| 1Y | +58.8% | +29.5% | +29.3% | +42.3% |
| 3Y | +140.8% | +415.0% | -274.2% | +37.9% |
| 5Y | +115.0% | +261.5% | -146.5% | +32.1% |
| All | +562.9% | +387.0% | +175.8% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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