+1,700.8%
NTRA vs TAP
-26.2%
+1,727.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.6% |
| 7D | +1.1% | -2.3% | +3.4% | +1.4% |
| 30D | +0.6% | -9.4% | +10.0% | +2.0% |
| 3M | +51.8% | -0.8% | +52.6% | +51.7% |
| 6M | +63.6% | -14.7% | +78.3% | +66.9% |
| YTD | +41.5% | -13.9% | +55.4% | +43.7% |
| 1Y | +93.6% | -18.6% | +112.3% | +98.1% |
| 3Y | +498.0% | -32.0% | +530.1% | +527.3% |
| 5Y | +172.5% | -1.0% | +173.4% | +165.3% |
| 10Y | +2,960.8% | -51.4% | +3,012.2% | +3,060.7% |
| All | +1,700.8% | -26.2% | +1,727.0% | +1,694.1% |
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