+296.1%
NTAP vs TXG
+16.0%
+280.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | -0.5% | +32.0% | -32.5% | -4.5% |
| 3M | +4.1% | +87.0% | -82.9% | -5.0% |
| 6M | +88.0% | +180.1% | -92.1% | +61.4% |
| YTD | +75.6% | +284.1% | -208.5% | +43.6% |
| 1Y | +58.9% | +361.7% | -302.8% | +25.3% |
| 3Y | +153.6% | +15.9% | +137.7% | +127.2% |
| 5Y | +127.6% | -66.2% | +193.8% | +121.1% |
| All | +296.1% | +16.0% | +280.1% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling