+146.0%
TT vs NTAP
+128.6%
+17.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.2% |
| 30D | -7.2% | -0.5% | -6.6% | -7.1% |
| 3M | -3.0% | +4.1% | -7.0% | -4.6% |
| 6M | +1.4% | +88.0% | -86.6% | -19.1% |
| YTD | +15.9% | +75.6% | -59.7% | -5.7% |
| 1Y | +9.4% | +58.9% | -49.5% | -7.9% |
| 3Y | +124.4% | +153.6% | -29.2% | +52.1% |
| All | +146.0% | +128.6% | +17.4% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling