+13,171.6%
TSM vs NTAP
+7,616.0%
+5,555.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +2.9% |
| 7D | +4.4% | -2.4% | +6.9% | +5.5% |
| 30D | -7.0% | -23.4% | +16.5% | +1.8% |
| 3M | -1.8% | -7.5% | +5.7% | +0.5% |
| 6M | +2.7% | +56.4% | -53.7% | -13.6% |
| YTD | +37.1% | +73.6% | -36.5% | +10.5% |
| 1Y | +43.5% | +68.4% | -24.9% | +16.8% |
| 3Y | +341.5% | +150.6% | +190.9% | +212.5% |
| 5Y | +278.9% | +122.5% | +156.4% | +178.6% |
| 10Y | +1,641.8% | +589.7% | +1,052.1% | +726.7% |
| All | +13,171.6% | +7,616.0% | +5,555.5% | +1,205.8% |
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 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