-80.6%
TTD vs NTAP
+135.7%
-216.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -4.0% |
| 7D | +1.7% | +3.3% | -1.5% | -0.3% |
| 30D | +1.6% | -0.2% | +1.8% | +1.1% |
| 3M | -27.8% | +11.4% | -39.2% | -33.6% |
| 6M | -52.1% | +88.7% | -140.8% | -70.2% |
| YTD | -63.1% | +78.9% | -142.0% | -76.3% |
| 1Y | -73.1% | +58.8% | -131.9% | -81.3% |
| 3Y | -83.3% | +153.5% | -236.8% | -93.1% |
| 5Y | -80.6% | +136.7% | -217.3% | -91.9% |
| All | -80.6% | +135.7% | -216.3% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling