+570.8%
NTAP vs TYL
+169.5%
+401.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -7.8% | +4.3% | -12.1% | -9.2% |
| 30D | -25.8% | +28.0% | -53.7% | -32.6% |
| 3M | -11.2% | +32.3% | -43.6% | -21.2% |
| 6M | +49.9% | +29.9% | +20.0% | +32.4% |
| YTD | +66.9% | -7.1% | +74.0% | +66.9% |
| 1Y | +58.8% | -9.2% | +68.1% | +60.2% |
| 3Y | +140.8% | +0.7% | +140.1% | +127.2% |
| 5Y | +115.0% | -21.1% | +136.1% | +119.1% |
| 10Y | +570.8% | +180.8% | +390.0% | +272.2% |
| All | +570.8% | +169.5% | +401.3% | +272.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling