+140.2%
NI vs TAP
-49.9%
+190.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | 0.0% | -3.9% | +3.9% | +1.1% |
| 30D | -1.4% | -5.3% | +3.9% | -0.1% |
| 3M | -10.6% | -3.8% | -6.8% | -10.0% |
| 6M | -9.3% | -11.4% | +2.1% | -6.8% |
| YTD | +1.1% | -13.7% | +14.9% | +4.3% |
| 1Y | +3.4% | -17.2% | +20.6% | +7.5% |
| 3Y | +67.9% | -33.1% | +100.9% | +83.4% |
| 5Y | +98.0% | +0.8% | +97.2% | +88.8% |
| All | +140.2% | -49.9% | +190.1% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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