+290.7%
TSM vs NTAP
+135.7%
+155.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +1.4% |
| 7D | +6.0% | +3.3% | +2.8% | +4.4% |
| 30D | +4.5% | -0.2% | +4.7% | +4.3% |
| 3M | +3.1% | +11.4% | -8.3% | -3.0% |
| 6M | +30.2% | +88.7% | -58.5% | -10.7% |
| YTD | +45.2% | +78.9% | -33.7% | +2.0% |
| 1Y | +79.6% | +58.8% | +20.7% | +35.3% |
| 3Y | +411.0% | +153.5% | +257.4% | +181.3% |
| 5Y | +290.7% | +136.7% | +154.0% | +117.8% |
| All | +290.7% | +135.7% | +155.0% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling