+17,983.5%
NTAP vs TAP
+724.6%
+17,258.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.9% |
| 7D | -15.1% | +0.5% | -15.6% | -15.4% |
| 30D | -28.1% | +9.1% | -37.2% | -29.9% |
| 3M | -11.4% | -3.8% | -7.6% | -11.3% |
| 6M | +52.2% | -3.4% | +55.7% | +51.6% |
| YTD | +60.4% | -10.6% | +71.1% | +61.9% |
| 1Y | +51.0% | -4.4% | +55.4% | +49.6% |
| 3Y | +135.6% | -24.4% | +159.9% | +143.9% |
| 5Y | +107.5% | +2.1% | +105.4% | +96.4% |
| 10Y | +608.6% | -48.7% | +657.4% | +654.4% |
| All | +17,983.5% | +724.6% | +17,258.9% | +9,557.3% |
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