+17.8%
TTD vs NTAP
-7.7%
+25.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.4% | +3.0% |
| 7D | +20.8% | -2.4% | +23.2% | +19.9% |
| 30D | +33.8% | -23.4% | +57.3% | +31.2% |
| 3M | +17.8% | -7.5% | +25.4% | +16.2% |
| All | +17.8% | -7.7% | +25.5% | +16.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling