+577.3%
NTAP vs THC
+976.6%
-399.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -0.5% | +1.3% | -1.8% | -0.8% |
| 3M | +4.1% | +64.2% | -60.2% | -5.0% |
| 6M | +88.0% | +8.3% | +79.7% | +83.7% |
| YTD | +75.6% | +33.4% | +42.2% | +64.7% |
| 1Y | +58.9% | +37.7% | +21.2% | +47.7% |
| 3Y | +153.6% | +236.8% | -83.2% | +97.5% |
| 5Y | +127.6% | +249.3% | -121.6% | +70.5% |
| All | +577.3% | +976.6% | -399.3% | +310.5% |
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