+562.2%
NTAP vs TRU
+183.1%
+379.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | +7.2% | 0.0% | +7.2% | +7.2% |
| 30D | -18.4% | +21.3% | -39.7% | -24.8% |
| 3M | -11.3% | +0.2% | -11.6% | -12.9% |
| 6M | +53.8% | +22.4% | +31.4% | +38.1% |
| YTD | +72.0% | -4.8% | +76.8% | +68.4% |
| 1Y | +68.0% | -0.2% | +68.2% | +61.2% |
| 3Y | +149.5% | +57.9% | +91.6% | +88.3% |
| 5Y | +125.6% | -26.1% | +151.7% | +130.2% |
| All | +562.2% | +183.1% | +379.1% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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