+135.6%
NTAP vs TYL
+2.6%
+133.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | -15.1% | +6.7% | -21.7% | -16.1% |
| 30D | -28.1% | +26.5% | -54.6% | -31.6% |
| 3M | -11.4% | +37.3% | -48.7% | -18.1% |
| 6M | +52.2% | +31.2% | +21.1% | +41.4% |
| YTD | +60.4% | -7.4% | +67.8% | +65.5% |
| 1Y | +51.0% | -9.6% | +60.6% | +56.9% |
| 3Y | +135.6% | +1.9% | +133.7% | +140.6% |
| All | +135.6% | +2.6% | +133.0% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling