+131.1%
NTAP vs TYL
-25.2%
+156.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.3% |
| 7D | -0.8% | -3.7% | +2.9% | +0.4% |
| 30D | -0.5% | +18.7% | -19.3% | -6.1% |
| 3M | +4.1% | +18.1% | -14.1% | -2.5% |
| 6M | +88.0% | -1.1% | +89.1% | +86.5% |
| YTD | +75.6% | -19.8% | +95.4% | +86.3% |
| 1Y | +58.9% | -34.3% | +93.2% | +80.7% |
| 3Y | +153.6% | -8.2% | +161.8% | +151.2% |
| All | +131.1% | -25.2% | +156.2% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling