-54.2%
NVD vs TAP
-17.5%
-36.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | +10.8% | -3.9% | +14.7% | +13.1% |
| 30D | +0.8% | -5.3% | +6.0% | +3.7% |
| 3M | -20.8% | -3.8% | -17.1% | -19.6% |
| 6M | -41.2% | -11.4% | -29.8% | -37.7% |
| YTD | -44.2% | -13.7% | -30.5% | -40.6% |
| 1Y | -54.2% | -17.2% | -37.0% | -52.3% |
| All | -54.2% | -17.5% | -36.7% | -52.3% |
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