+113.8%
NTAP vs TYL
-21.6%
+135.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -7.8% | +4.3% | -12.1% | -8.9% |
| 30D | -25.8% | +28.0% | -53.7% | -31.1% |
| 3M | -11.2% | +32.3% | -43.6% | -19.1% |
| 6M | +49.9% | +29.9% | +20.0% | +36.1% |
| YTD | +66.9% | -7.1% | +74.0% | +68.7% |
| 1Y | +58.8% | -9.2% | +68.1% | +61.7% |
| 3Y | +140.8% | +0.7% | +140.1% | +132.5% |
| All | +113.8% | -21.6% | +135.4% | +112.4% |
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