+56.4%
TXN vs NTAP
+122.8%
-66.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | +2.0% | -1.0% | +2.9% | +2.3% |
| 30D | -8.0% | -7.5% | -0.5% | -5.3% |
| 3M | -7.8% | +14.6% | -22.4% | -13.1% |
| 6M | +32.4% | +91.0% | -58.6% | -3.4% |
| YTD | +51.7% | +73.7% | -22.0% | +14.9% |
| 1Y | +44.3% | +51.2% | -6.9% | +16.9% |
| 3Y | +71.3% | +146.1% | -74.9% | +1.6% |
| 5Y | +56.4% | +122.8% | -66.4% | -6.0% |
| All | +56.4% | +122.8% | -66.4% | -6.0% |
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