+127.9%
NTAP vs TXG
-65.2%
+193.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.8% |
| 3M | -11.3% | +0.1% | -11.4% | -12.1% |
| 6M | +53.8% | +176.2% | -122.4% | +31.5% |
| YTD | +72.0% | +256.8% | -184.8% | +39.9% |
| 1Y | +68.0% | +255.9% | -187.9% | +36.3% |
| 3Y | +149.5% | +60.2% | +89.3% | +111.5% |
| All | +127.9% | -65.2% | +193.1% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling