+220.3%
TTMI vs NTAP
+73.6%
+146.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -1.8% |
| 7D | +11.4% | +7.2% | +4.2% | +8.5% |
| 30D | -28.3% | -18.4% | -9.9% | -21.1% |
| 3M | -46.7% | -11.3% | -35.3% | -43.0% |
| 6M | -56.1% | +53.8% | -109.9% | -63.4% |
| YTD | +7.4% | +72.0% | -64.6% | -15.2% |
| 1Y | +17.4% | +68.0% | -50.6% | -6.1% |
| 3Y | +429.1% | +149.5% | +279.7% | +255.3% |
| 5Y | +418.8% | +125.6% | +293.2% | +260.7% |
| 10Y | +411.2% | +583.1% | -171.9% | +113.7% |
| All | +220.3% | +73.6% | +146.7% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling