+147.9%
NTAP vs TSLQ
-95.5%
+243.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.4% |
| 7D | -1.0% | +5.7% | -6.6% | -0.3% |
| 30D | -7.5% | -21.1% | +13.6% | -9.3% |
| 3M | +14.6% | -11.5% | +26.1% | +15.2% |
| 6M | +91.0% | -14.9% | +105.9% | +93.3% |
| YTD | +73.7% | +2.4% | +71.3% | +80.1% |
| 1Y | +51.2% | -49.8% | +101.0% | +48.5% |
| All | +147.9% | -95.5% | +243.4% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling