+10.6%
TMO vs NTAP
+140.4%
-129.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.5% | -7.4% | -0.8% |
| 7D | -0.6% | +7.4% | -8.0% | -2.3% |
| 30D | +1.1% | -1.4% | +2.5% | +1.2% |
| 3M | +28.3% | +24.6% | +3.8% | +21.2% |
| 6M | +23.3% | +105.9% | -82.6% | +0.5% |
| YTD | +5.5% | +88.5% | -83.1% | -12.2% |
| 1Y | +24.5% | +62.1% | -37.5% | +8.0% |
| 3Y | +19.6% | +169.1% | -149.5% | -16.5% |
| All | +10.6% | +140.4% | -129.8% | -25.4% |
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