+812.9%
TTMI vs NTAP
+129.9%
+683.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.8% |
| 7D | +7.5% | +2.2% | +5.3% | +6.4% |
| 30D | -4.5% | -7.0% | +2.6% | -0.8% |
| 3M | -28.5% | +12.3% | -40.8% | -32.7% |
| 6M | +28.4% | +85.1% | -56.8% | -10.1% |
| YTD | +80.1% | +74.8% | +5.3% | +29.0% |
| 1Y | +161.0% | +52.7% | +108.4% | +103.0% |
| 3Y | +862.4% | +147.7% | +714.8% | +448.8% |
| 5Y | +812.9% | +124.8% | +688.1% | +405.4% |
| All | +812.9% | +129.9% | +683.0% | +405.4% |
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