+562.2%
NTAP vs TXT
+89.4%
+472.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +7.2% | +0.1% | +7.1% | +7.1% |
| 30D | -18.4% | +13.3% | -31.7% | -23.7% |
| 3M | -11.3% | -5.0% | -6.4% | -9.7% |
| 6M | +53.8% | -8.4% | +62.2% | +58.2% |
| YTD | +72.0% | -4.0% | +75.9% | +71.2% |
| 1Y | +68.0% | +2.8% | +65.2% | +61.5% |
| 3Y | +149.5% | +10.3% | +139.2% | +125.6% |
| 5Y | +125.6% | +9.2% | +116.4% | +100.4% |
| All | +562.2% | +89.4% | +472.8% | +353.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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