+101.4%
NVTS vs TAP
-19.6%
+121.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -4.2% |
| 7D | +3.5% | -5.1% | +8.6% | -1.3% |
| 30D | -11.9% | -8.4% | -3.5% | -18.4% |
| 3M | -49.2% | -3.9% | -45.3% | -49.3% |
| 6M | +38.4% | -14.4% | +52.8% | +28.6% |
| YTD | +62.5% | -14.7% | +77.2% | +49.2% |
| 1Y | +101.4% | -18.7% | +120.1% | +104.4% |
| All | +101.4% | -19.6% | +121.0% | +104.4% |
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 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