+576.6%
NTAP vs TAP
-49.5%
+626.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.4% |
| 7D | -5.0% | -7.8% | +2.9% | -2.8% |
| 30D | -25.8% | +7.1% | -32.9% | -27.7% |
| 3M | -6.9% | -7.0% | +0.2% | -5.7% |
| 6M | +50.0% | -3.8% | +53.8% | +49.4% |
| YTD | +66.9% | -11.7% | +78.6% | +69.5% |
| 1Y | +58.3% | -10.1% | +68.4% | +59.4% |
| 3Y | +145.1% | -23.7% | +168.8% | +155.4% |
| 5Y | +114.2% | +2.9% | +111.3% | +91.5% |
| 10Y | +576.6% | -49.5% | +626.0% | +539.7% |
| All | +576.6% | -49.5% | +626.1% | +539.7% |
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