+625.8%
NTAP vs TROW
+130.0%
+495.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.2% | +9.7% | +9.2% |
| 7D | +7.4% | -3.2% | +10.6% | +9.3% |
| 30D | -1.4% | -4.6% | +3.2% | +1.2% |
| 3M | +24.6% | -0.7% | +25.2% | +24.0% |
| 6M | +105.9% | +22.2% | +83.7% | +81.5% |
| YTD | +88.5% | +6.6% | +81.9% | +79.2% |
| 1Y | +62.1% | +5.8% | +56.3% | +54.6% |
| 3Y | +169.1% | +11.6% | +157.4% | +142.9% |
| 5Y | +141.9% | -38.9% | +180.8% | +205.6% |
| All | +625.8% | +130.0% | +495.7% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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