+8.2%
TT vs NTAP
+61.9%
-53.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | +1.6% | +3.3% | -1.7% | +1.2% |
| 30D | -7.3% | -0.2% | -7.1% | -7.3% |
| 3M | -2.6% | +11.4% | -14.0% | -4.0% |
| 6M | +5.9% | +88.7% | -82.8% | -5.2% |
| YTD | +15.4% | +78.9% | -63.5% | +4.7% |
| 1Y | +8.2% | +58.8% | -50.6% | +1.8% |
| All | +8.2% | +61.9% | -53.7% | +1.8% |
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