-25.1%
TGT vs NTAP
+140.4%
-165.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.5% | -2.3% |
| 7D | -5.2% | +7.4% | -12.6% | -7.2% |
| 30D | +1.2% | -1.4% | +2.6% | +1.3% |
| 3M | +18.4% | +24.6% | -6.2% | +10.1% |
| 6M | +33.4% | +105.9% | -72.4% | +2.5% |
| YTD | +63.8% | +88.5% | -24.7% | +29.2% |
| 1Y | +77.2% | +62.1% | +15.1% | +47.6% |
| 3Y | +41.8% | +169.1% | -127.3% | -11.3% |
| All | -25.1% | +140.4% | -165.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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