+113.0%
NVTS vs TAP
-14.5%
+127.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.1% |
| 7D | +2.7% | -2.3% | +5.0% | +0.5% |
| 30D | -4.5% | -2.1% | -2.3% | -6.1% |
| 3M | -61.5% | +6.6% | -68.1% | -57.7% |
| 6M | +28.0% | -11.5% | +39.5% | +23.2% |
| YTD | +65.3% | -10.3% | +75.5% | +59.0% |
| 1Y | +113.0% | -14.4% | +127.4% | +130.8% |
| All | +113.0% | -14.5% | +127.5% | +130.8% |
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 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