+90.2%
NTR vs TAP
-39.5%
+129.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.8% |
| 7D | -1.3% | -3.9% | +2.6% | -0.2% |
| 30D | +16.8% | -5.3% | +22.0% | +18.5% |
| 3M | +20.7% | -3.8% | +24.5% | +21.5% |
| 6M | +0.5% | -11.4% | +11.9% | +3.4% |
| YTD | +29.2% | -13.7% | +42.9% | +33.7% |
| 1Y | +39.6% | -17.2% | +56.8% | +45.9% |
| 3Y | +37.9% | -33.1% | +70.9% | +52.2% |
| 5Y | +47.1% | +0.8% | +46.3% | +36.8% |
| All | +90.2% | -39.5% | +129.7% | +80.2% |
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