+149.4%
NTAP vs TXG
+41.0%
+108.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.6% |
| 7D | +2.2% | +9.1% | -7.0% | +1.1% |
| 30D | -7.0% | +14.9% | -21.9% | -8.8% |
| 3M | +12.3% | +120.0% | -107.7% | +1.2% |
| 6M | +85.1% | +221.8% | -136.7% | +58.0% |
| YTD | +74.8% | +312.6% | -237.8% | +43.3% |
| 1Y | +52.7% | +398.4% | -345.8% | +20.5% |
| All | +149.4% | +41.0% | +108.4% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling