+48.8%
NU vs TAP
+3.3%
+45.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +7.5% | -2.3% | +9.8% | +7.9% |
| 30D | +6.1% | -2.1% | +8.3% | +6.5% |
| 3M | +26.8% | +6.6% | +20.2% | +25.2% |
| 6M | +2.5% | -11.5% | +14.0% | +4.3% |
| YTD | -8.2% | -10.3% | +2.1% | -7.2% |
| 1Y | +3.4% | -14.4% | +17.8% | +5.3% |
| 3Y | +116.2% | -28.3% | +144.5% | +127.7% |
| All | +48.8% | +3.3% | +45.5% | +21.8% |
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 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