+419.8%
TXN vs NTAP
+650.8%
-231.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.5% | -4.7% | +0.3% |
| 7D | +4.0% | +7.4% | -3.4% | +0.9% |
| 30D | -2.9% | -1.4% | -1.5% | -2.5% |
| 3M | -9.1% | +24.6% | -33.7% | -17.5% |
| 6M | +36.6% | +105.9% | -69.3% | -3.0% |
| YTD | +57.5% | +88.5% | -31.0% | +15.3% |
| 1Y | +49.5% | +62.1% | -12.6% | +17.2% |
| 3Y | +76.5% | +169.1% | -92.5% | +5.7% |
| 5Y | +62.4% | +141.9% | -79.5% | +0.3% |
| All | +419.8% | +650.8% | -231.0% | +93.2% |
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