+1,598.5%
TSM vs NTAP
+575.4%
+1,023.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | -2.1% | -7.8% | +5.7% | +1.4% |
| 30D | -12.5% | -25.8% | +13.3% | -1.4% |
| 3M | -5.0% | -11.2% | +6.2% | -0.8% |
| 6M | -3.2% | +49.9% | -53.1% | -20.6% |
| YTD | +31.5% | +66.9% | -35.4% | +2.0% |
| 1Y | +35.7% | +58.8% | -23.1% | +7.4% |
| 3Y | +323.5% | +140.8% | +182.7% | +178.9% |
| 5Y | +263.4% | +115.0% | +148.4% | +146.8% |
| 10Y | +1,598.5% | +570.8% | +1,027.7% | +744.8% |
| All | +1,598.5% | +575.4% | +1,023.1% | +744.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling