+164.4%
NTRS vs TAP
-33.1%
+197.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.3% | -5.3% | +5.6% | +1.1% |
| 30D | +0.2% | -7.4% | +7.5% | +1.2% |
| 3M | +13.2% | -4.9% | +18.1% | +13.7% |
| 6M | +36.9% | -14.2% | +51.1% | +40.0% |
| YTD | +39.1% | -14.8% | +53.9% | +41.4% |
| 1Y | +50.4% | -18.1% | +68.5% | +54.3% |
| All | +164.4% | -33.1% | +197.5% | +179.5% |
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