+302.0%
TRV vs NTAP
+650.8%
-348.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.5% | +0.6% |
| 7D | +1.9% | +7.4% | -5.4% | +0.6% |
| 30D | +1.7% | -1.4% | +3.1% | +1.9% |
| 3M | +23.9% | +24.6% | -0.7% | +18.6% |
| 6M | +26.3% | +105.9% | -79.6% | +8.3% |
| YTD | +30.8% | +88.5% | -57.7% | +13.8% |
| 1Y | +36.3% | +62.1% | -25.8% | +22.1% |
| 3Y | +145.0% | +169.1% | -24.0% | +89.9% |
| 5Y | +163.9% | +141.9% | +22.0% | +106.2% |
| All | +302.0% | +650.8% | -348.8% | +143.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling