+105.6%
NTAP vs TXT
+7.8%
+97.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.7% |
| 7D | -15.1% | -2.5% | -12.5% | -14.2% |
| 30D | -28.1% | +14.4% | -42.5% | -32.4% |
| 3M | -11.4% | -4.9% | -6.5% | -9.9% |
| 6M | +52.2% | -10.2% | +62.4% | +57.7% |
| YTD | +60.4% | -4.1% | +64.5% | +59.7% |
| 1Y | +51.0% | +4.0% | +47.0% | +44.5% |
| 3Y | +135.6% | +8.0% | +127.6% | +113.6% |
| All | +105.6% | +7.8% | +97.9% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling