-18.4%
TSLL vs NTAP
+135.3%
-153.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +8.7% |
| 7D | -21.2% | -15.1% | -6.2% | -9.5% |
| 30D | -13.3% | -28.1% | +14.8% | +13.5% |
| 3M | +15.4% | -11.4% | +26.8% | +26.0% |
| 6M | -34.2% | +52.2% | -86.4% | -57.5% |
| YTD | -52.9% | +60.4% | -113.3% | -71.7% |
| 1Y | -54.3% | +51.0% | -105.3% | -70.9% |
| 3Y | -18.4% | +135.6% | -153.9% | -53.9% |
| All | -18.4% | +135.3% | -153.6% | -53.9% |
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