+114.4%
NI vs TAP
-1.4%
+115.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.1% | -6.3% | +9.4% | +4.6% |
| 30D | +11.2% | +2.7% | +8.5% | +10.3% |
| 3M | +9.8% | -3.7% | +13.6% | +10.4% |
| 6M | -1.6% | -2.0% | +0.4% | -1.7% |
| YTD | +12.6% | -12.3% | +25.0% | +15.0% |
| 1Y | +7.8% | -10.1% | +17.9% | +9.1% |
| 3Y | +100.5% | -25.3% | +125.8% | +110.9% |
| 5Y | +114.4% | -1.9% | +116.4% | +108.3% |
| All | +114.4% | -1.4% | +115.8% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling