+443.1%
TTMI vs NTAP
+77.3%
+365.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +5.9% | -0.8% | +6.6% | +6.2% |
| 30D | -4.3% | -0.5% | -3.8% | -4.1% |
| 3M | -32.0% | +4.1% | -36.1% | -33.2% |
| 6M | +19.5% | +88.0% | -68.5% | -9.8% |
| YTD | +82.0% | +75.6% | +6.5% | +40.4% |
| 1Y | +172.6% | +58.9% | +113.7% | +119.9% |
| 3Y | +744.7% | +153.6% | +591.1% | +455.1% |
| 5Y | +805.6% | +127.6% | +677.9% | +516.0% |
| 10Y | +1,057.6% | +580.4% | +477.2% | +376.4% |
| All | +443.1% | +77.3% | +365.9% | +119.1% |
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