+3,059.8%
NTRA vs TAP
-49.9%
+3,109.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +0.2% | -3.9% | +4.1% | +0.8% |
| 30D | +4.1% | -5.3% | +9.4% | +4.9% |
| 3M | +50.0% | -3.8% | +53.8% | +50.6% |
| 6M | +67.3% | -11.4% | +78.7% | +69.8% |
| YTD | +43.6% | -13.7% | +57.3% | +45.8% |
| 1Y | +89.2% | -17.2% | +106.4% | +93.2% |
| 3Y | +502.5% | -33.1% | +535.6% | +535.9% |
| 5Y | +173.8% | +0.8% | +173.0% | +164.7% |
| All | +3,059.8% | -49.9% | +3,109.6% | +3,328.6% |
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