+589.7%
NTAP vs TXT
+100.3%
+489.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.5% |
| 7D | +2.2% | +0.8% | +1.4% | +1.8% |
| 30D | -7.0% | -10.4% | +3.4% | -1.9% |
| 3M | +12.3% | -14.3% | +26.6% | +20.4% |
| 6M | +85.1% | -15.1% | +100.2% | +98.3% |
| YTD | +74.8% | -8.3% | +83.1% | +79.1% |
| 1Y | +52.7% | -0.7% | +53.4% | +50.1% |
| 3Y | +147.7% | +6.0% | +141.7% | +129.3% |
| 5Y | +124.8% | +12.5% | +112.3% | +97.3% |
| 10Y | +589.7% | +103.2% | +486.5% | +312.8% |
| All | +589.7% | +100.3% | +489.4% | +312.8% |
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