-44.0%
TSLL vs NTAP
+66.4%
-110.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +3.7% |
| 7D | +0.5% | -2.4% | +2.9% | +2.8% |
| 30D | +2.7% | -23.4% | +26.1% | +16.3% |
| 3M | +26.3% | -7.5% | +33.8% | +31.8% |
| 6M | -37.2% | +56.4% | -93.5% | -47.1% |
| YTD | -44.2% | +73.6% | -117.9% | -55.5% |
| 1Y | -44.0% | +68.4% | -112.4% | -56.0% |
| All | -44.0% | +66.4% | -110.4% | -56.0% |
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