+68.1%
NTAP vs TYL
-10.1%
+78.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -1.8% |
| 7D | -16.1% | +17.3% | -33.4% | -17.0% |
| 30D | -15.9% | +28.9% | -44.8% | -17.8% |
| 3M | -1.2% | +35.1% | -36.3% | -4.9% |
| 6M | +70.1% | +29.3% | +40.7% | +65.0% |
| YTD | +77.9% | -6.8% | +84.7% | +84.5% |
| 1Y | +68.1% | -9.9% | +78.0% | +74.9% |
| All | +68.1% | -10.1% | +78.2% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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