+70.6%
NI vs TAP
-31.5%
+102.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.0% |
| 7D | +2.3% | -2.3% | +4.6% | +2.7% |
| 30D | -1.7% | -9.4% | +7.7% | +0.2% |
| 3M | -8.0% | -0.8% | -7.2% | -8.1% |
| 6M | -8.6% | -14.7% | +6.1% | -6.0% |
| YTD | +2.3% | -13.9% | +16.3% | +4.5% |
| 1Y | +6.9% | -18.6% | +25.6% | +10.6% |
| 3Y | +70.6% | -32.0% | +102.6% | +80.0% |
| All | +70.6% | -31.5% | +102.0% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling