+171.4%
NTRA vs TAP
-2.6%
+174.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.5% | -5.3% | +4.8% | +0.1% |
| 30D | +4.3% | -7.4% | +11.7% | +5.0% |
| 3M | +50.6% | -4.9% | +55.6% | +51.2% |
| 6M | +63.9% | -14.2% | +78.1% | +66.4% |
| YTD | +42.4% | -14.8% | +57.2% | +44.0% |
| 1Y | +92.1% | -18.1% | +110.2% | +95.4% |
| 3Y | +501.7% | -32.7% | +534.4% | +532.6% |
| 5Y | +171.4% | -0.5% | +171.9% | +167.9% |
| All | +171.4% | -2.6% | +174.0% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling