+69.3%
NTAP vs TXT
+2.5%
+66.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.9% |
| 7D | +9.9% | -1.1% | +10.9% | +10.0% |
| 30D | -22.1% | +13.3% | -35.4% | -24.0% |
| 3M | -7.7% | -5.1% | -2.6% | -6.5% |
| 6M | +60.9% | -7.1% | +68.1% | +62.8% |
| YTD | +76.4% | -3.2% | +79.6% | +71.1% |
| 1Y | +69.3% | +2.3% | +67.0% | +57.0% |
| All | +69.3% | +2.5% | +66.8% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling