-33.0%
TSLL vs NTAP
+65.9%
-98.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.4% |
| 7D | +17.8% | +7.2% | +10.6% | +14.0% |
| 30D | +8.2% | -18.4% | +26.6% | +19.4% |
| 3M | +20.9% | -11.3% | +32.2% | +28.5% |
| 6M | -37.5% | +53.8% | -91.3% | -46.3% |
| YTD | -44.5% | +72.0% | -116.5% | -54.8% |
| 1Y | -33.0% | +68.0% | -101.0% | -45.2% |
| All | -33.0% | +65.9% | -98.9% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling