+61.8%
NTAP vs TYL
-9.5%
+71.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -7.8% | +4.3% | -12.1% | -8.0% |
| 30D | -25.8% | +28.0% | -53.7% | -27.5% |
| 3M | -11.2% | +32.3% | -43.6% | -14.4% |
| 6M | +49.9% | +29.9% | +20.0% | +45.0% |
| YTD | +66.9% | -7.1% | +74.0% | +75.8% |
| All | +61.8% | -9.5% | +71.3% | +72.3% |
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