+158.5%
TRV vs NTAP
+122.8%
+35.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -1.5% | -1.0% | -0.5% | -1.4% |
| 30D | -1.8% | -7.5% | +5.7% | -1.1% |
| 3M | +21.6% | +14.6% | +7.0% | +19.7% |
| 6M | +22.5% | +91.0% | -68.5% | +12.2% |
| YTD | +28.1% | +73.7% | -45.5% | +18.7% |
| 1Y | +37.0% | +51.2% | -14.2% | +29.3% |
| 3Y | +141.9% | +146.1% | -4.2% | +103.9% |
| 5Y | +158.5% | +122.8% | +35.7% | +117.9% |
| All | +158.5% | +122.8% | +35.7% | +117.9% |
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