+20.2%
NTR vs TAP
+0.6%
+19.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | +2.0% | +5.7% | -3.8% | +0.7% |
| 3M | +6.4% | -1.9% | +8.3% | +6.6% |
| 6M | +1.6% | +0.9% | +0.7% | +0.9% |
| YTD | +18.2% | -9.5% | +27.7% | +19.9% |
| 1Y | +23.9% | -9.0% | +32.9% | +25.4% |
| 3Y | +44.7% | -22.2% | +66.9% | +50.3% |
| All | +20.2% | +0.6% | +19.6% | +17.1% |
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