+79.0%
TFC vs NTAP
+597.8%
-518.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.5% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | +7.8% | -23.4% | +31.2% | +17.9% |
| 3M | -3.0% | -7.5% | +4.6% | -1.9% |
| 6M | +5.8% | +56.4% | -50.6% | -15.9% |
| YTD | +5.3% | +73.6% | -68.3% | -20.8% |
| 1Y | +15.7% | +68.4% | -52.7% | -12.0% |
| 3Y | +94.8% | +150.6% | -55.8% | +17.5% |
| 5Y | 0.0% | +122.5% | -122.4% | -37.4% |
| 10Y | +79.0% | +589.7% | -510.7% | -32.7% |
| All | +79.0% | +597.8% | -518.7% | -32.7% |
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