+568.7%
NTAP vs TSN
-5.9%
+574.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -1.0% | +1.4% | -2.3% | -1.2% |
| 30D | -7.5% | -6.2% | -1.3% | -6.5% |
| 3M | +14.6% | -5.7% | +20.3% | +15.5% |
| 6M | +91.0% | -11.4% | +102.4% | +93.8% |
| YTD | +73.7% | -8.2% | +81.9% | +74.8% |
| 1Y | +51.2% | -2.0% | +53.2% | +49.7% |
| 3Y | +146.1% | +11.9% | +134.3% | +131.8% |
| 5Y | +122.8% | -17.8% | +140.6% | +126.0% |
| All | +568.7% | -5.9% | +574.5% | +552.2% |
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