+5,059.0%
NI vs TAP
+825.0%
+4,233.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +2.0% | -2.3% | +4.3% | +2.4% |
| 30D | -3.5% | -2.1% | -1.4% | -3.3% |
| 3M | -9.1% | +6.6% | -15.7% | -10.2% |
| 6M | -11.8% | -11.5% | -0.3% | -10.3% |
| YTD | +1.1% | -10.3% | +11.4% | +2.4% |
| 1Y | +6.7% | -14.4% | +21.1% | +8.7% |
| 3Y | +71.1% | -28.3% | +99.4% | +78.3% |
| 5Y | +94.3% | +1.7% | +92.6% | +90.5% |
| 10Y | +135.8% | -49.2% | +185.0% | +147.3% |
| All | +5,059.0% | +825.0% | +4,233.9% | +4,142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling