+20,069.3%
NTAP vs TROW
+3,545.7%
+16,523.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +3.3% | +0.4% | +2.9% | +3.0% |
| 30D | -0.2% | -4.0% | +3.8% | +1.9% |
| 3M | +11.4% | +5.0% | +6.4% | +7.7% |
| 6M | +88.7% | +24.3% | +64.4% | +66.4% |
| YTD | +78.9% | +9.8% | +69.2% | +68.2% |
| 1Y | +58.8% | +6.4% | +52.4% | +51.7% |
| 3Y | +153.5% | +15.8% | +137.7% | +127.1% |
| 5Y | +136.7% | -37.3% | +174.0% | +184.1% |
| 10Y | +590.2% | +130.6% | +459.6% | +297.2% |
| All | +20,069.3% | +3,545.7% | +16,523.6% | +2,939.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling