+95.6%
NTR vs TAP
-39.7%
+135.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.8% |
| 7D | +3.8% | -2.3% | +6.2% | +4.5% |
| 30D | +25.2% | -9.4% | +34.6% | +28.8% |
| 3M | +21.0% | -0.8% | +21.8% | +20.6% |
| 6M | +7.6% | -14.7% | +22.3% | +12.0% |
| YTD | +32.9% | -13.9% | +46.8% | +37.6% |
| 1Y | +43.1% | -18.6% | +61.7% | +50.4% |
| 3Y | +41.6% | -32.0% | +73.6% | +55.4% |
| 5Y | +54.8% | -1.0% | +55.8% | +44.9% |
| All | +95.6% | -39.7% | +135.2% | +85.5% |
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