+325.4%
NTAP vs TXG
+27.0%
+298.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.3% | +5.2% | +8.1% |
| 7D | +7.4% | +9.5% | -2.1% | +6.1% |
| 30D | -1.4% | +18.8% | -20.1% | -3.8% |
| 3M | +24.6% | +136.1% | -111.5% | +10.4% |
| 6M | +105.9% | +235.2% | -129.3% | +72.7% |
| YTD | +88.5% | +320.5% | -232.0% | +52.4% |
| 1Y | +62.1% | +425.2% | -363.1% | +25.7% |
| 3Y | +169.1% | +42.9% | +126.2% | +134.5% |
| 5Y | +141.9% | -62.8% | +204.7% | +132.1% |
| All | +325.4% | +27.0% | +298.3% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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