+1,812.4%
NTAP vs TRI
+561.6%
+1,250.7%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.6% | +2.8% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -0.5% | +7.9% | -8.4% | -5.0% |
| 3M | +4.1% | +24.1% | -20.0% | -9.7% |
| 6M | +88.0% | +3.8% | +84.1% | +76.1% |
| YTD | +75.6% | -16.9% | +92.4% | +82.2% |
| 1Y | +58.9% | -38.4% | +97.3% | +93.9% |
| 3Y | +153.6% | -12.2% | +165.8% | +145.6% |
| 5Y | +127.6% | -1.8% | +129.4% | +103.1% |
| 10Y | +580.4% | +207.6% | +372.8% | +195.8% |
| All | +1,812.4% | +561.6% | +1,250.7% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling