+1,672.7%
NTRA vs TAP
-22.4%
+1,695.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.6% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | -19.2% | +5.7% | -24.9% | -19.9% |
| 3M | +2.7% | -1.9% | +4.6% | +2.7% |
| 6M | +63.4% | +0.9% | +62.4% | +62.4% |
| YTD | +39.3% | -9.5% | +48.8% | +40.1% |
| 1Y | +59.0% | -9.0% | +68.0% | +59.7% |
| 3Y | +557.4% | -22.2% | +579.6% | +573.3% |
| 5Y | +177.4% | +1.2% | +176.1% | +169.1% |
| 10Y | +2,761.8% | -46.1% | +2,807.9% | +2,815.4% |
| All | +1,672.7% | -22.4% | +1,695.1% | +1,650.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling