-24.9%
TSLL vs NTAP
+135.5%
-160.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -9.7% | -12.1% | -14.0% |
| 7D | -28.9% | -22.5% | -6.4% | -12.6% |
| 30D | -21.4% | -25.7% | +4.3% | +0.1% |
| 3M | +5.0% | -9.0% | +14.0% | +12.0% |
| 6M | -36.6% | +49.2% | -85.8% | -58.3% |
| YTD | -56.6% | +60.6% | -117.2% | -74.0% |
| 1Y | -60.9% | +48.7% | -109.5% | -74.6% |
| All | -24.9% | +135.5% | -160.4% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling