+73.8%
TFC vs NTAP
+583.1%
-509.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | +1.2% | +7.2% | -6.0% | -1.5% |
| 30D | +9.7% | -18.4% | +28.0% | +17.2% |
| 3M | -4.8% | -11.3% | +6.6% | -2.2% |
| 6M | +8.4% | +53.8% | -45.3% | -13.2% |
| YTD | +4.7% | +72.0% | -67.3% | -21.0% |
| 1Y | +15.0% | +68.0% | -53.1% | -12.5% |
| 3Y | +93.9% | +149.5% | -55.5% | +17.1% |
| 5Y | +0.6% | +125.6% | -125.0% | -37.4% |
| All | +73.8% | +583.1% | -509.3% | -33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling