+105.6%
NTAP vs THC
+274.4%
-168.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -15.1% | +3.7% | -18.7% | -15.7% |
| 30D | -28.1% | +9.0% | -37.1% | -29.3% |
| 3M | -11.4% | +10.4% | -21.8% | -13.2% |
| 6M | +52.2% | +45.7% | +6.6% | +40.5% |
| YTD | +60.4% | +42.6% | +17.8% | +47.3% |
| 1Y | +51.0% | +38.8% | +12.2% | +39.2% |
| 3Y | +135.6% | +418.8% | -283.3% | +58.2% |
| All | +105.6% | +274.4% | -168.7% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling