+19,691.7%
NTAP vs THC
+460.2%
+19,231.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 6M | +88.0% | +8.3% | +79.7% | +83.8% |
| YTD | +75.6% | +33.4% | +42.2% | +65.2% |
| 1Y | +58.9% | +37.7% | +21.2% | +48.3% |
| 3Y | +153.6% | +236.8% | -83.2% | +101.0% |
| 5Y | +127.6% | +249.3% | -121.6% | +73.9% |
| 10Y | +580.4% | +995.2% | -414.9% | +283.5% |
| All | +19,691.7% | +460.2% | +19,231.5% | +6,693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling