+625.8%
NTAP vs TRI
+196.2%
+429.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +8.0% |
| 7D | +7.4% | -7.9% | +15.3% | +10.3% |
| 30D | -1.4% | -4.5% | +3.1% | -0.4% |
| 3M | +24.6% | +22.1% | +2.5% | +13.1% |
| 6M | +105.9% | -2.8% | +108.7% | +102.4% |
| YTD | +88.5% | -23.4% | +111.9% | +103.5% |
| 1Y | +62.1% | -41.5% | +103.6% | +97.1% |
| 3Y | +169.1% | -19.2% | +188.3% | +171.8% |
| 5Y | +141.9% | -9.4% | +151.3% | +125.6% |
| All | +625.8% | +196.2% | +429.6% | +291.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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