+147.9%
NTAP vs TRU
-2.2%
+150.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.0% | -9.4% | +8.4% | +1.5% |
| 30D | -7.5% | -4.1% | -3.4% | -6.7% |
| 3M | +14.6% | +13.6% | +1.0% | +9.8% |
| 6M | +91.0% | +3.6% | +87.4% | +86.7% |
| YTD | +73.7% | -9.8% | +83.5% | +75.8% |
| 1Y | +51.2% | -13.6% | +64.9% | +54.4% |
| All | +147.9% | -2.2% | +150.1% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling