-55.4%
TSLL vs NTAP
+179.5%
-234.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | -0.8% | +2.7% | +2.6% |
| 30D | +17.8% | -0.5% | +18.3% | +17.2% |
| 3M | -37.0% | +4.1% | -41.1% | -39.1% |
| 6M | -37.7% | +88.0% | -125.6% | -67.0% |
| YTD | -51.4% | +75.6% | -126.9% | -72.8% |
| 1Y | -23.4% | +58.9% | -82.3% | -52.5% |
| 3Y | -30.8% | +153.6% | -184.4% | -70.5% |
| All | -55.4% | +179.5% | -234.9% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling