+9,098.4%
TT vs NTAP
+22,264.4%
-13,166.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.0% |
| 7D | +1.7% | -5.0% | +6.7% | +2.6% |
| 30D | -11.8% | -25.8% | +13.9% | -7.3% |
| 3M | -12.6% | -6.9% | -5.7% | -11.8% |
| 6M | -9.4% | +50.0% | -59.4% | -16.5% |
| YTD | +8.8% | +66.9% | -58.1% | -2.0% |
| 1Y | -2.5% | +58.3% | -60.8% | -11.4% |
| 3Y | +95.7% | +145.1% | -49.5% | +63.1% |
| 5Y | +135.7% | +114.2% | +21.5% | +100.0% |
| 10Y | +750.6% | +576.6% | +174.1% | +483.0% |
| All | +9,098.4% | +22,264.4% | -13,166.0% | +3,511.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling