+562.2%
NTAP vs THC
+1,813.2%
-1,251.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +7.2% | +1.0% | +6.2% | +7.0% |
| 30D | -18.4% | +5.3% | -23.7% | -19.2% |
| 3M | -11.3% | +7.1% | -18.4% | -12.6% |
| 6M | +53.8% | +46.0% | +7.7% | +42.6% |
| YTD | +72.0% | +43.9% | +28.0% | +58.6% |
| 1Y | +68.0% | +45.4% | +22.6% | +54.5% |
| 3Y | +149.5% | +421.3% | -271.8% | +78.8% |
| 5Y | +125.6% | +261.5% | -135.9% | +66.5% |
| All | +562.2% | +1,813.2% | -1,251.0% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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