+122.8%
NTAP vs TROW
-38.9%
+161.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.0% | -3.0% | +2.0% | +0.5% |
| 30D | -7.5% | -5.5% | -2.0% | -5.0% |
| 3M | +14.6% | +2.3% | +12.4% | +12.6% |
| 6M | +91.0% | +23.9% | +67.1% | +70.7% |
| YTD | +73.7% | +7.9% | +65.8% | +65.6% |
| 1Y | +51.2% | +6.1% | +45.1% | +45.3% |
| 3Y | +146.1% | +13.8% | +132.3% | +123.9% |
| 5Y | +122.8% | -38.2% | +161.0% | +157.9% |
| All | +122.8% | -38.9% | +161.7% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling