+114.8%
NTAP vs TPR
+7,380.8%
-7,266.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | -2.3% | +1.5% | +0.1% |
| 30D | -0.5% | -23.0% | +22.4% | +8.3% |
| 3M | +4.1% | -12.5% | +16.5% | +7.7% |
| 6M | +88.0% | -21.4% | +109.4% | +99.8% |
| YTD | +75.6% | -3.5% | +79.1% | +72.4% |
| 1Y | +58.9% | +17.4% | +41.6% | +44.2% |
| 3Y | +153.6% | +291.3% | -137.7% | +40.2% |
| 5Y | +127.6% | +241.9% | -114.3% | +26.0% |
| 10Y | +580.4% | +322.7% | +257.7% | +191.1% |
| All | +114.8% | +7,380.8% | -7,266.0% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling