+69.3%
NTAP vs THC
+44.8%
+24.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.6% |
| 7D | +9.9% | +0.1% | +9.7% | +9.9% |
| 30D | -22.1% | +7.5% | -29.6% | -21.9% |
| 3M | -7.7% | +7.5% | -15.2% | -7.4% |
| 6M | +60.9% | +46.4% | +14.5% | +64.7% |
| YTD | +76.4% | +44.4% | +32.1% | +79.4% |
| 1Y | +69.3% | +43.4% | +25.9% | +72.2% |
| All | +69.3% | +44.8% | +24.6% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling