+957.3%
TT vs NTAP
+581.2%
+376.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | +1.4% | +2.2% | -0.8% | +0.7% |
| 30D | -6.7% | -7.0% | +0.4% | -4.7% |
| 3M | -5.4% | +12.3% | -17.7% | -9.2% |
| 6M | +4.4% | +85.1% | -80.7% | -16.1% |
| YTD | +14.9% | +74.8% | -59.8% | -6.2% |
| 1Y | +9.3% | +52.7% | -43.4% | -6.9% |
| 3Y | +121.7% | +147.7% | -25.9% | +56.3% |
| 5Y | +148.2% | +124.8% | +23.4% | +77.1% |
| 10Y | +957.3% | +589.7% | +367.5% | +424.0% |
| All | +957.3% | +581.2% | +376.1% | +424.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling