+18,182.7%
TSCO vs NTAP
+23,869.3%
-5,686.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.6% |
| 7D | +1.7% | +3.3% | -1.6% | +1.3% |
| 30D | +2.8% | -0.2% | +3.0% | +2.8% |
| 3M | +17.9% | +11.4% | +6.5% | +16.0% |
| 6M | -28.6% | +88.7% | -117.3% | -34.7% |
| YTD | -28.0% | +78.9% | -107.0% | -33.8% |
| 1Y | -39.9% | +58.8% | -98.7% | -43.9% |
| 3Y | -14.0% | +153.5% | -167.5% | -25.4% |
| 5Y | -2.9% | +136.7% | -139.6% | -15.4% |
| 10Y | +199.5% | +590.2% | -390.7% | +124.1% |
| All | +18,182.7% | +23,869.3% | -5,686.5% | +9,852.7% |
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