+651.5%
NTAP vs TRU
+238.0%
+413.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +2.4% |
| 7D | -0.8% | -6.8% | +6.0% | +1.8% |
| 30D | -0.5% | 0.0% | -0.6% | -0.9% |
| 3M | +4.1% | +13.3% | -9.2% | -2.0% |
| 6M | +88.0% | +3.4% | +84.5% | +81.9% |
| YTD | +75.6% | -6.4% | +82.0% | +75.4% |
| 1Y | +58.9% | -9.7% | +68.6% | +59.7% |
| 3Y | +153.6% | +0.1% | +153.4% | +132.3% |
| 5Y | +127.6% | -34.0% | +161.7% | +145.7% |
| 10Y | +580.4% | +147.9% | +432.5% | +325.8% |
| All | +651.5% | +238.0% | +413.6% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling