-61.4%
NVD vs TAP
-14.5%
-46.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -11.1% | -2.3% | -8.8% | -9.9% |
| 30D | -13.3% | -2.1% | -11.1% | -12.3% |
| 3M | -19.8% | +6.6% | -26.4% | -23.1% |
| 6M | -48.8% | -11.5% | -37.3% | -45.2% |
| YTD | -49.7% | -10.3% | -39.4% | -47.5% |
| 1Y | -61.4% | -14.4% | -47.0% | -59.3% |
| All | -61.4% | -14.5% | -46.9% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling