+7,864.8%
NTRS vs TAP
+789.2%
+7,075.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +1.4% | -3.9% | +5.2% | +2.4% |
| 30D | -0.7% | -5.3% | +4.6% | +0.6% |
| 3M | +11.3% | -3.8% | +15.1% | +11.9% |
| 6M | +35.5% | -11.4% | +46.9% | +38.6% |
| YTD | +40.6% | -13.7% | +54.3% | +44.2% |
| 1Y | +49.2% | -17.2% | +66.4% | +54.2% |
| 3Y | +167.2% | -33.1% | +200.3% | +188.8% |
| 5Y | +94.9% | +0.8% | +94.1% | +88.6% |
| 10Y | +259.5% | -49.8% | +309.3% | +293.8% |
| All | +7,864.8% | +789.2% | +7,075.7% | +5,527.1% |
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