+153.5%
NTAP vs TXT
+5.7%
+147.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | -0.2% | -11.1% | +10.9% | +4.0% |
| 3M | +11.4% | -13.0% | +24.4% | +16.4% |
| 6M | +88.7% | -16.2% | +104.9% | +99.5% |
| YTD | +78.9% | -8.7% | +87.6% | +81.5% |
| 1Y | +58.8% | -3.8% | +62.6% | +57.3% |
| 3Y | +153.5% | +5.5% | +148.0% | +139.8% |
| All | +153.5% | +5.7% | +147.9% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling