+127.9%
NTAP vs TRU
-26.5%
+154.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.5% |
| 3M | -11.3% | +0.2% | -11.6% | -12.4% |
| 6M | +53.8% | +22.4% | +31.4% | +41.0% |
| YTD | +72.0% | -4.8% | +76.8% | +69.8% |
| 1Y | +68.0% | -0.2% | +68.2% | +63.0% |
| 3Y | +149.5% | +57.9% | +91.6% | +101.2% |
| All | +127.9% | -26.5% | +154.4% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling