+748.4%
TT vs NTAP
+600.9%
+147.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | +8.1% | +9.9% | -1.8% | +5.0% |
| 30D | -11.3% | -22.1% | +10.9% | -4.7% |
| 3M | -11.2% | -7.7% | -3.5% | -9.6% |
| 6M | -8.9% | +60.9% | -69.8% | -23.4% |
| YTD | +9.7% | +76.4% | -66.7% | -11.3% |
| 1Y | +1.3% | +69.3% | -68.1% | -17.0% |
| 3Y | +93.4% | +154.6% | -61.3% | +34.2% |
| 5Y | +133.5% | +131.4% | +2.1% | +64.3% |
| All | +748.4% | +600.9% | +147.5% | +323.1% |
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