+21.3%
TFC vs NTAP
+66.6%
-45.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.0% |
| 7D | +5.1% | -16.1% | +21.2% | +6.2% |
| 30D | +9.8% | -15.9% | +25.7% | +10.9% |
| 3M | -2.4% | -1.2% | -1.2% | -2.8% |
| 6M | +4.9% | +70.1% | -65.1% | -3.8% |
| YTD | +6.6% | +77.9% | -71.4% | -3.5% |
| 1Y | +21.3% | +68.1% | -46.8% | +11.6% |
| All | +21.3% | +66.6% | -45.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling