+1,815.4%
TSM vs NTAP
+581.2%
+1,234.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.1% |
| 7D | +4.8% | +2.2% | +2.6% | +3.9% |
| 30D | +4.0% | -7.0% | +11.1% | +6.9% |
| 3M | +2.0% | +12.3% | -10.3% | -3.4% |
| 6M | +25.5% | +85.1% | -59.6% | -6.1% |
| YTD | +44.0% | +74.8% | -30.8% | +10.0% |
| 1Y | +75.4% | +52.7% | +22.7% | +42.1% |
| 3Y | +406.7% | +147.7% | +259.1% | +231.3% |
| 5Y | +285.0% | +124.8% | +160.2% | +157.5% |
| 10Y | +1,815.4% | +589.7% | +1,225.7% | +792.8% |
| All | +1,815.4% | +581.2% | +1,234.2% | +792.8% |
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