+140.8%
NTAP vs TSN
+43.3%
+97.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -7.8% | +5.8% | -13.6% | -7.2% |
| 30D | -25.8% | +12.8% | -38.6% | -24.9% |
| 3M | -11.2% | +6.5% | -17.7% | -10.7% |
| 6M | +49.9% | -10.3% | +60.2% | +49.8% |
| YTD | +66.9% | +5.5% | +61.3% | +67.5% |
| 1Y | +58.8% | +15.8% | +43.1% | +60.0% |
| 3Y | +140.8% | +42.5% | +98.3% | +165.1% |
| All | +140.8% | +43.3% | +97.5% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling