-29.4%
TSCO vs NTAP
+66.6%
-96.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.2% |
| 7D | +15.7% | -16.1% | +31.8% | +15.7% |
| 30D | +16.4% | -15.9% | +32.4% | +16.5% |
| 3M | +11.2% | -1.2% | +12.5% | +10.6% |
| 6M | +14.9% | +70.1% | -55.1% | +10.5% |
| YTD | -25.4% | +77.9% | -103.4% | -30.1% |
| 1Y | -29.4% | +68.1% | -97.5% | -33.5% |
| All | -29.4% | +66.6% | -96.0% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling