+99.0%
NTRA vs TAP
+4.4%
+94.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +1.5% |
| 7D | -7.9% | +9.9% | -17.8% | -5.1% |
| 30D | -8.1% | +18.1% | -26.3% | -3.9% |
| 3M | +42.1% | +3.2% | +38.9% | +45.3% |
| 6M | +84.8% | +8.4% | +76.4% | +92.3% |
| YTD | +70.7% | -4.4% | +75.1% | +73.6% |
| 1Y | +99.0% | +3.2% | +95.8% | +104.3% |
| All | +99.0% | +4.4% | +94.7% | +104.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling