+161.7%
TTMI vs NTAP
+63.1%
+98.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.5% | -5.2% | +0.3% |
| 7D | +0.7% | +7.4% | -6.7% | -1.9% |
| 30D | -8.4% | -1.4% | -7.1% | -8.0% |
| 3M | -32.5% | +24.6% | -57.0% | -37.0% |
| 6M | +32.5% | +105.9% | -73.4% | -6.4% |
| YTD | +83.2% | +88.5% | -5.3% | +39.6% |
| 1Y | +161.7% | +62.1% | +99.6% | +136.0% |
| All | +161.7% | +63.1% | +98.5% | +136.0% |
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