-72.0%
TTD vs NTAP
+66.6%
-138.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.3% |
| 7D | +3.7% | -16.1% | +19.8% | +8.1% |
| 30D | +10.4% | -15.9% | +26.4% | +14.7% |
| 3M | -31.6% | -1.2% | -30.3% | -32.6% |
| 6M | -45.1% | +70.1% | -115.2% | -57.4% |
| YTD | -65.1% | +77.9% | -143.1% | -74.0% |
| 1Y | -72.0% | +68.1% | -140.1% | -78.5% |
| All | -72.0% | +66.6% | -138.6% | -78.5% |
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