+151.9%
NTAP vs TPR
+407.3%
-255.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.7% | +4.4% |
| 7D | -2.4% | +6.4% | -8.8% | -3.7% |
| 30D | -23.4% | +13.8% | -37.2% | -25.6% |
| 3M | -7.5% | -16.6% | +9.1% | -4.4% |
| 6M | +56.4% | +0.7% | +55.7% | +53.8% |
| YTD | +73.6% | +5.3% | +68.3% | +66.4% |
| 1Y | +68.4% | +32.4% | +36.0% | +50.6% |
| All | +151.9% | +407.3% | -255.4% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling