+105.6%
NTAP vs TAP
+2.0%
+103.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.2% |
| 7D | -15.1% | +0.5% | -15.6% | -15.1% |
| 30D | -28.1% | +9.1% | -37.2% | -28.9% |
| 3M | -11.4% | -3.8% | -7.6% | -11.2% |
| 6M | +52.2% | -3.4% | +55.7% | +52.4% |
| YTD | +60.4% | -10.6% | +71.1% | +62.0% |
| 1Y | +51.0% | -4.4% | +55.4% | +50.2% |
| 3Y | +135.6% | -24.4% | +159.9% | +143.3% |
| All | +105.6% | +2.0% | +103.7% | +88.1% |
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