+52.2%
NTAP vs TAP
-3.1%
+55.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | -2.1% |
| 7D | -15.1% | +0.5% | -15.6% | -14.2% |
| 30D | -28.1% | +9.1% | -37.2% | -25.0% |
| 3M | -11.4% | -3.8% | -7.6% | -11.6% |
| 6M | +52.2% | -3.4% | +55.7% | +59.7% |
| All | +52.2% | -3.1% | +55.3% | +59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling