-4.5%
TT vs NTAP
+66.6%
-71.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.4% |
| 7D | -8.5% | -16.1% | +7.6% | -6.2% |
| 30D | -12.8% | -15.9% | +3.1% | -10.7% |
| 3M | -12.9% | -1.2% | -11.6% | -12.3% |
| 6M | -15.2% | +70.1% | -85.3% | -20.4% |
| YTD | +6.2% | +77.9% | -71.7% | -1.5% |
| 1Y | -4.5% | +68.1% | -72.7% | -9.3% |
| All | -4.5% | +66.6% | -71.1% | -9.3% |
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