+67.6%
NVTS vs TAP
-24.3%
+91.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +6.9% |
| 7D | +7.9% | -8.0% | +15.9% | +3.1% |
| 30D | +0.8% | +4.1% | -3.3% | +4.3% |
| 3M | -26.0% | -4.4% | -21.6% | -26.4% |
| 6M | -55.5% | -1.9% | -53.6% | -54.1% |
| YTD | +41.0% | -12.1% | +53.1% | +40.2% |
| 1Y | +10.4% | -12.0% | +22.5% | +9.9% |
| All | +67.6% | -24.3% | +91.9% | +62.9% |
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