+6,405.9%
TXN vs NTAP
+23,312.9%
-16,907.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.8% |
| 7D | +2.7% | +2.2% | +0.5% | +1.9% |
| 30D | -6.7% | -7.0% | +0.3% | -4.6% |
| 3M | -8.9% | +12.3% | -21.2% | -12.7% |
| 6M | +34.7% | +85.1% | -50.4% | +7.2% |
| YTD | +53.3% | +74.8% | -21.5% | +23.7% |
| 1Y | +45.0% | +52.7% | -7.6% | +22.4% |
| 3Y | +73.1% | +147.7% | -74.5% | +21.9% |
| 5Y | +59.9% | +124.8% | -64.9% | +15.7% |
| 10Y | +415.7% | +589.7% | -174.0% | +146.5% |
| All | +6,405.9% | +23,312.9% | -16,907.0% | +828.7% |
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