+97.0%
NTRA vs TAP
-14.5%
+111.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.1% |
| 7D | +0.6% | -2.3% | +2.9% | +0.1% |
| 30D | +19.5% | -2.1% | +21.6% | +19.1% |
| 3M | +47.8% | +6.6% | +41.1% | +50.6% |
| 6M | +61.6% | -11.5% | +73.1% | +57.2% |
| YTD | +43.3% | -10.3% | +53.5% | +41.0% |
| 1Y | +97.0% | -14.4% | +111.4% | +92.5% |
| All | +97.0% | -14.5% | +111.5% | +92.5% |
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 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