+105.6%
NTAP vs TPR
+253.5%
-147.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -15.1% | +14.2% | -29.3% | -18.2% |
| 30D | -28.1% | +17.1% | -45.2% | -31.3% |
| 3M | -11.4% | -17.7% | +6.3% | -7.7% |
| 6M | +52.2% | -10.2% | +62.4% | +53.6% |
| YTD | +60.4% | +4.9% | +55.5% | +53.2% |
| 1Y | +51.0% | +36.1% | +14.9% | +32.6% |
| 3Y | +135.6% | +416.5% | -280.9% | +31.3% |
| All | +105.6% | +253.5% | -147.9% | +22.3% |
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