+95.8%
NI vs TAP
-0.5%
+96.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +1.3% | -5.1% | +6.3% | +2.5% |
| 30D | -0.3% | -8.4% | +8.2% | +1.7% |
| 3M | -9.5% | -3.9% | -5.5% | -8.9% |
| 6M | -10.2% | -14.4% | +4.1% | -7.3% |
| YTD | +1.8% | -14.7% | +16.5% | +4.7% |
| 1Y | +5.7% | -18.7% | +24.3% | +9.9% |
| 3Y | +69.6% | -32.6% | +102.3% | +83.7% |
| 5Y | +95.8% | -1.4% | +97.2% | +90.2% |
| All | +95.8% | -0.5% | +96.3% | +90.2% |
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