+127.9%
NTAP vs TPR
+230.3%
-102.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | +7.2% | -0.3% | +7.5% | +7.3% |
| 30D | -18.4% | +15.1% | -33.5% | -21.7% |
| 3M | -11.3% | +3.5% | -14.8% | -12.6% |
| 6M | +53.8% | +0.4% | +53.3% | +50.6% |
| YTD | +72.0% | +4.6% | +67.4% | +64.3% |
| 1Y | +68.0% | +33.1% | +34.9% | +48.5% |
| 3Y | +149.5% | +396.0% | -246.5% | +40.2% |
| All | +127.9% | +230.3% | -102.3% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling