-72.2%
TTD vs NTAP
+61.4%
-133.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | -0.8% | +7.1% | +6.6% |
| 30D | -23.9% | -0.5% | -23.4% | -24.0% |
| 3M | -31.4% | +4.1% | -35.5% | -32.6% |
| 6M | -42.7% | +88.0% | -130.6% | -56.4% |
| YTD | -62.0% | +75.6% | -137.6% | -70.4% |
| 1Y | -72.2% | +58.9% | -131.1% | -77.6% |
| All | -72.2% | +61.4% | -133.6% | -77.6% |
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