-73.5%
TTD vs NTAP
+54.6%
-128.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -4.6% | +2.2% | -6.8% | -5.2% |
| 30D | +3.7% | -7.0% | +10.7% | +5.8% |
| 3M | -30.2% | +12.3% | -42.5% | -33.3% |
| 6M | -51.4% | +85.1% | -136.5% | -62.8% |
| YTD | -63.4% | +74.8% | -138.2% | -71.5% |
| 1Y | -73.5% | +52.7% | -126.2% | -79.2% |
| All | -73.5% | +54.6% | -128.1% | -79.2% |
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