+101.0%
TFC vs NTAP
+148.7%
-47.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.4% | -0.8% | +3.2% | +2.6% |
| 30D | -1.3% | -0.5% | -0.8% | -1.3% |
| 3M | +6.1% | +4.1% | +2.0% | +4.6% |
| 6M | +7.3% | +88.0% | -80.6% | -11.5% |
| YTD | +8.2% | +75.6% | -67.4% | -9.1% |
| 1Y | +14.4% | +58.9% | -44.5% | -1.0% |
| All | +101.0% | +148.7% | -47.7% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling