+68.1%
NTAP vs TSLQ
-17.8%
+85.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.1% | -0.8% |
| 7D | -16.1% | +9.8% | -25.9% | -15.1% |
| 30D | -15.9% | -6.0% | -9.9% | -16.2% |
| 3M | -1.2% | -35.0% | +33.8% | -4.8% |
| 6M | +70.1% | -24.9% | +95.0% | +70.1% |
| YTD | +77.9% | -12.7% | +90.6% | +81.7% |
| 1Y | +68.1% | -21.0% | +89.1% | +71.2% |
| All | +68.1% | -17.8% | +85.9% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling