+4,820.8%
TGT vs NTAP
+23,420.6%
-18,599.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +0.8% | -0.8% | +1.5% | +0.9% |
| 30D | +12.2% | -0.5% | +12.7% | +12.2% |
| 3M | +33.8% | +4.1% | +29.7% | +32.4% |
| 6M | +39.3% | +88.0% | -48.7% | +24.6% |
| YTD | +72.9% | +75.6% | -2.7% | +56.0% |
| 1Y | +84.6% | +58.9% | +25.6% | +69.1% |
| 3Y | +46.2% | +153.6% | -107.3% | +23.0% |
| 5Y | -21.3% | +127.6% | -149.0% | -32.9% |
| 10Y | +213.5% | +580.4% | -366.8% | +120.9% |
| All | +4,820.8% | +23,420.6% | -18,599.8% | +1,507.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling