-63.8%
TTD vs NTAP
+66.4%
-130.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.4% | +2.5% |
| 7D | +20.8% | -2.4% | +23.2% | +21.3% |
| 30D | +33.8% | -23.4% | +57.3% | +42.3% |
| 3M | +17.8% | -7.5% | +25.4% | +18.2% |
| 6M | -25.7% | +56.4% | -82.1% | -40.2% |
| YTD | -57.9% | +73.6% | -131.5% | -68.4% |
| 1Y | -63.8% | +68.4% | -132.2% | -72.7% |
| All | -63.8% | +66.4% | -130.2% | -72.7% |
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