+1.3%
TT vs NTAP
+70.2%
-69.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +8.1% | +9.9% | -1.8% | +6.4% |
| 30D | -11.3% | -22.1% | +10.9% | -8.5% |
| 3M | -11.2% | -7.7% | -3.5% | -10.1% |
| 6M | -8.9% | +60.9% | -69.8% | -13.4% |
| YTD | +9.7% | +76.4% | -66.7% | +2.2% |
| 1Y | +1.3% | +69.3% | -68.1% | -3.8% |
| All | +1.3% | +70.2% | -69.0% | -3.8% |
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