-48.9%
TSLL vs NTAP
+56.4%
-105.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.1% | +6.8% | +8.8% |
| 7D | -14.3% | -5.0% | -9.4% | -11.1% |
| 30D | -6.2% | -25.8% | +19.6% | +8.2% |
| 3M | +21.2% | -6.9% | +28.1% | +26.5% |
| 6M | -36.6% | +50.0% | -86.6% | -45.6% |
| YTD | -47.8% | +66.9% | -114.7% | -57.5% |
| All | -48.9% | +56.4% | -105.3% | -58.5% |
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