+396.5%
TTMI vs NTAP
+583.1%
-186.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -1.6% |
| 7D | +11.4% | +7.2% | +4.2% | +7.9% |
| 30D | -28.3% | -18.4% | -9.9% | -19.7% |
| 3M | -46.7% | -11.3% | -35.3% | -42.4% |
| 6M | -56.1% | +53.8% | -109.9% | -64.5% |
| YTD | +7.4% | +72.0% | -64.6% | -18.7% |
| 1Y | +17.4% | +68.0% | -50.6% | -9.7% |
| 3Y | +429.1% | +149.5% | +279.7% | +228.8% |
| 5Y | +418.8% | +125.6% | +293.2% | +232.2% |
| All | +396.5% | +583.1% | -186.6% | +67.7% |
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 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