+2,163.3%
TMO vs NTAP
+23,312.9%
-21,149.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.8% |
| 7D | -0.5% | +2.2% | -2.7% | -0.8% |
| 30D | +1.0% | -7.0% | +8.0% | +2.0% |
| 3M | +22.7% | +12.3% | +10.4% | +20.1% |
| 6M | +19.0% | +85.1% | -66.1% | +6.9% |
| YTD | +4.7% | +74.8% | -70.0% | -5.3% |
| 1Y | +26.0% | +52.7% | -26.7% | +16.3% |
| 3Y | +18.0% | +147.7% | -129.7% | -0.4% |
| 5Y | +8.0% | +124.8% | -116.8% | -8.0% |
| 10Y | +333.8% | +589.7% | -255.9% | +202.9% |
| All | +2,163.3% | +23,312.9% | -21,149.6% | +679.1% |
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