-98.5%
NVD vs TAP
-24.3%
-74.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.5% |
| 7D | +27.3% | -8.0% | +35.3% | +31.2% |
| 30D | +59.9% | +4.1% | +55.9% | +57.9% |
| 3M | +39.4% | -4.4% | +43.8% | +41.5% |
| 6M | +27.6% | -1.9% | +29.6% | +28.1% |
| YTD | -17.9% | -12.1% | -5.8% | -15.1% |
| 1Y | -14.5% | -12.0% | -2.4% | -11.5% |
| All | -98.5% | -24.3% | -74.2% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling