+562.2%
NTAP vs TYL
+183.6%
+378.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +7.2% | +0.8% | +6.4% | +6.9% |
| 30D | -18.4% | +21.1% | -39.5% | -24.4% |
| 3M | -11.3% | +28.9% | -40.2% | -20.5% |
| 6M | +53.8% | +42.0% | +11.7% | +31.0% |
| YTD | +72.0% | -6.6% | +78.6% | +71.7% |
| 1Y | +68.0% | -9.1% | +77.1% | +69.5% |
| 3Y | +149.5% | +1.8% | +147.6% | +134.3% |
| 5Y | +125.6% | -22.9% | +148.5% | +132.9% |
| All | +562.2% | +183.6% | +378.6% | +258.2% |
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