+1,014.6%
TFC vs NTAP
+22,254.3%
-21,239.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -7.8% | +9.5% | +3.0% |
| 30D | +9.0% | -25.8% | +34.8% | +13.9% |
| 3M | -2.1% | -11.2% | +9.1% | -0.8% |
| 6M | +3.4% | +49.9% | -46.6% | -4.7% |
| YTD | +5.3% | +66.9% | -61.6% | -4.9% |
| 1Y | +16.2% | +58.8% | -42.7% | +5.7% |
| 3Y | +94.8% | +140.8% | -46.0% | +64.1% |
| 5Y | -0.7% | +115.0% | -115.7% | -14.9% |
| 10Y | +80.9% | +570.8% | -489.9% | +30.1% |
| All | +1,014.6% | +22,254.3% | -21,239.7% | +407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling