+27.6%
NVD vs TAP
-4.0%
+31.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.3% |
| 7D | +27.3% | -8.0% | +35.3% | +34.2% |
| 30D | +59.9% | +4.1% | +55.9% | +55.8% |
| 3M | +39.4% | -4.4% | +43.8% | +42.8% |
| 6M | +27.6% | -1.9% | +29.6% | +28.4% |
| All | +27.6% | -4.0% | +31.6% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling