+625.8%
NTAP vs TRU
+147.2%
+478.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.6% | +8.2% |
| 7D | +7.4% | -2.7% | +10.1% | +8.5% |
| 30D | -1.4% | -2.0% | +0.7% | -0.9% |
| 3M | +24.6% | +18.4% | +6.1% | +15.2% |
| 6M | +105.9% | +8.9% | +97.0% | +95.0% |
| YTD | +88.5% | -8.9% | +97.5% | +90.3% |
| 1Y | +62.1% | -15.9% | +78.0% | +67.9% |
| 3Y | +169.1% | -1.1% | +170.1% | +147.3% |
| 5Y | +141.9% | -35.2% | +177.1% | +164.9% |
| All | +625.8% | +147.2% | +478.6% | +389.8% |
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