+14.5%
TFC vs NTAP
+129.9%
-115.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -1.3% | +2.2% | -3.5% | -2.0% |
| 30D | -2.3% | -7.0% | +4.7% | 0.0% |
| 3M | +2.5% | +12.3% | -9.8% | -2.2% |
| 6M | +9.5% | +85.1% | -75.6% | -16.0% |
| YTD | +5.1% | +74.8% | -69.7% | -17.8% |
| 1Y | +15.5% | +52.7% | -37.2% | -4.6% |
| 3Y | +95.2% | +147.7% | -52.5% | +18.9% |
| 5Y | +14.5% | +124.8% | -110.3% | -30.2% |
| All | +14.5% | +129.9% | -115.5% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling