+527.9%
TTD vs NTAP
+597.8%
-69.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.4% | +1.5% |
| 7D | +20.8% | -2.4% | +23.2% | +22.3% |
| 30D | +33.8% | -23.4% | +57.3% | +53.0% |
| 3M | +17.8% | -7.5% | +25.4% | +19.9% |
| 6M | -25.7% | +56.4% | -82.1% | -46.0% |
| YTD | -57.9% | +73.6% | -131.5% | -71.5% |
| 1Y | -63.8% | +68.4% | -132.2% | -75.1% |
| 3Y | -75.0% | +150.6% | -225.6% | -87.4% |
| 5Y | -82.5% | +122.5% | -205.0% | -90.5% |
| 10Y | +527.9% | +589.7% | -61.8% | +85.3% |
| All | +527.9% | +597.8% | -69.9% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling