+149.5%
NTAP vs TXG
+65.2%
+84.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +7.2% | -1.8% | +9.0% | +7.4% |
| 30D | -18.4% | -20.4% | +2.0% | -15.9% |
| 3M | -11.3% | +0.1% | -11.4% | -11.9% |
| 6M | +53.8% | +176.2% | -122.4% | +34.0% |
| YTD | +72.0% | +256.8% | -184.8% | +43.0% |
| 1Y | +68.0% | +255.9% | -187.9% | +39.4% |
| 3Y | +149.5% | +60.2% | +89.3% | +99.4% |
| All | +149.5% | +65.2% | +84.3% | +99.4% |
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