+497.4%
NTRA vs TAP
-33.1%
+530.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.5% | -5.3% | +4.8% | -0.2% |
| 30D | +4.3% | -7.4% | +11.7% | +4.6% |
| 3M | +50.6% | -4.9% | +55.6% | +51.0% |
| 6M | +63.9% | -14.2% | +78.1% | +65.4% |
| YTD | +42.4% | -14.8% | +57.2% | +43.1% |
| 1Y | +92.1% | -18.1% | +110.2% | +94.4% |
| All | +497.4% | -33.1% | +530.5% | +496.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling