+589.7%
NTAP vs TSN
+17.5%
+572.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.7% | +4.2% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -23.4% | +11.8% | -35.2% | -25.1% |
| 3M | -7.5% | +7.1% | -14.6% | -9.0% |
| 6M | +56.4% | -9.2% | +65.5% | +58.5% |
| YTD | +73.6% | +4.8% | +68.8% | +70.2% |
| 1Y | +68.4% | +11.6% | +56.7% | +62.6% |
| 3Y | +150.6% | +41.5% | +109.0% | +124.0% |
| 5Y | +122.5% | -15.5% | +138.0% | +125.6% |
| 10Y | +589.7% | +16.9% | +572.9% | +554.3% |
| All | +589.7% | +17.5% | +572.3% | +554.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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