+19,472.4%
NTAP vs TXT
+583.5%
+18,888.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -23.4% | +13.4% | -36.8% | -27.8% |
| 3M | -7.5% | -2.5% | -5.0% | -7.1% |
| 6M | +56.4% | -6.2% | +62.6% | +58.7% |
| YTD | +73.6% | -1.3% | +75.0% | +71.3% |
| 1Y | +68.4% | +4.3% | +64.1% | +62.2% |
| 3Y | +150.6% | +13.2% | +137.4% | +129.4% |
| 5Y | +122.5% | +12.4% | +110.1% | +101.2% |
| 10Y | +589.7% | +94.8% | +494.9% | +366.9% |
| All | +19,472.4% | +583.5% | +18,888.9% | +5,183.4% |
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