+19,691.7%
NTAP vs TXT
+528.7%
+19,163.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.8% | -4.8% | +4.0% | +1.3% |
| 30D | -0.5% | -10.6% | +10.1% | +4.2% |
| 3M | +4.1% | -13.2% | +17.2% | +9.9% |
| 6M | +88.0% | -20.3% | +108.3% | +104.9% |
| YTD | +75.6% | -9.3% | +84.8% | +80.5% |
| 1Y | +58.9% | -2.7% | +61.6% | +58.4% |
| 3Y | +153.6% | +1.4% | +152.2% | +144.1% |
| 5Y | +127.6% | +9.6% | +118.1% | +109.1% |
| 10Y | +580.4% | +94.9% | +485.5% | +363.6% |
| All | +19,691.7% | +528.7% | +19,163.0% | +5,466.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling