+562.2%
NTAP vs TAP
-46.0%
+608.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.8% | -3.4% |
| 7D | +7.2% | +1.3% | +5.9% | +6.8% |
| 30D | -18.4% | +5.7% | -24.1% | -20.2% |
| 3M | -11.3% | -1.9% | -9.4% | -11.6% |
| 6M | +53.8% | +0.9% | +52.8% | +50.8% |
| YTD | +72.0% | -9.5% | +81.5% | +73.3% |
| 1Y | +68.0% | -9.0% | +77.0% | +68.8% |
| 3Y | +149.5% | -22.2% | +171.7% | +158.6% |
| 5Y | +125.6% | +1.2% | +124.4% | +103.6% |
| All | +562.2% | -46.0% | +608.2% | +519.2% |
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 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