+372.8%
NTAP vs TRGP
+2,231.3%
-1,858.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.8% | +0.8% | -1.5% | -0.9% |
| 30D | -0.5% | +11.5% | -12.1% | -2.8% |
| 3M | +4.1% | +9.0% | -4.9% | +2.0% |
| 6M | +88.0% | +20.5% | +67.5% | +79.8% |
| YTD | +75.6% | +59.5% | +16.0% | +58.3% |
| 1Y | +58.9% | +77.9% | -19.0% | +39.6% |
| 3Y | +153.6% | +253.6% | -100.0% | +92.5% |
| 5Y | +127.6% | +615.5% | -487.8% | +49.2% |
| 10Y | +580.4% | +897.1% | -316.7% | +280.9% |
| All | +372.8% | +2,231.3% | -1,858.5% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling