+341.5%
TSM vs NTAP
+144.4%
+197.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +1.8% |
| 7D | -2.5% | -5.0% | +2.4% | -0.3% |
| 30D | -14.3% | -25.8% | +11.5% | -3.6% |
| 3M | -7.2% | -6.9% | -0.3% | -4.9% |
| 6M | -5.1% | +50.0% | -55.1% | -22.9% |
| YTD | +28.9% | +66.9% | -38.1% | -2.0% |
| 1Y | +37.1% | +58.3% | -21.2% | +7.3% |
| 3Y | +341.5% | +145.1% | +196.3% | +206.7% |
| All | +341.5% | +144.4% | +197.1% | +206.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling