+205.6%
NTAP vs TSLQ
-97.8%
+303.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.3% | -2.1% |
| 7D | +7.2% | -16.8% | +24.0% | +5.2% |
| 30D | -18.4% | -18.0% | -0.4% | -19.3% |
| 3M | -11.3% | -34.5% | +23.2% | -13.8% |
| 6M | +53.8% | -8.9% | +62.7% | +57.4% |
| YTD | +72.0% | -19.0% | +91.0% | +76.2% |
| 1Y | +68.0% | -38.2% | +106.2% | +68.1% |
| 3Y | +149.5% | -96.9% | +246.4% | +114.1% |
| All | +205.6% | -97.8% | +303.4% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling