+13,634.3%
TSM vs NTAP
+7,702.5%
+5,931.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -0.8% | +3.5% | +3.0% |
| 30D | +3.6% | -0.5% | +4.1% | +3.6% |
| 3M | -3.4% | +4.1% | -7.4% | -5.1% |
| 6M | +20.6% | +88.0% | -67.3% | -4.8% |
| YTD | +41.9% | +75.6% | -33.7% | +14.2% |
| 1Y | +84.4% | +58.9% | +25.5% | +53.5% |
| 3Y | +380.2% | +153.6% | +226.7% | +239.3% |
| 5Y | +275.3% | +127.6% | +147.7% | +174.3% |
| 10Y | +1,751.4% | +580.4% | +1,171.0% | +783.3% |
| All | +13,634.3% | +7,702.5% | +5,931.8% | +1,248.9% |
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