+568.7%
NTAP vs TRGP
+868.8%
-300.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -7.5% | +10.0% | -17.5% | -9.4% |
| 3M | +14.6% | +7.6% | +7.0% | +12.6% |
| 6M | +91.0% | +26.8% | +64.2% | +80.7% |
| YTD | +73.7% | +60.6% | +13.1% | +56.1% |
| 1Y | +51.2% | +82.5% | -31.2% | +31.9% |
| 3Y | +146.1% | +265.0% | -118.9% | +85.3% |
| 5Y | +122.8% | +645.9% | -523.1% | +45.2% |
| All | +568.7% | +868.8% | -300.1% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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