+45.2%
NU vs TAP
-1.9%
+47.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.0% |
| 7D | -2.6% | -5.1% | +2.5% | -1.8% |
| 30D | +8.2% | -8.4% | +16.7% | +9.7% |
| 3M | +26.3% | -3.9% | +30.2% | +26.8% |
| 6M | +2.2% | -14.4% | +16.6% | +4.6% |
| YTD | -10.4% | -14.7% | +4.3% | -8.7% |
| 1Y | -3.0% | -18.7% | +15.7% | -0.3% |
| 3Y | +120.3% | -32.6% | +152.9% | +134.7% |
| All | +45.2% | -1.9% | +47.1% | +19.8% |
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